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"Alpha-robust mean-variance investment strategy for DC pension plan with ..."

Danping Li, Junna Bi, Mengcong Hu (2021)

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DOI: 10.1051/RO/2020132

access: closed

type: Journal Article

metadata version: 2022-03-16

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Danping Li, Junna Bi, Mengcong Hu:
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk. RAIRO Oper. Res. 55(Supplement): S2983-S2997 (2021)

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