Portfolio Selection Strategies with Return Clause in a DC Pension Fund
Edikan E. Akpanibah & Udeme O. Ini · Asian Research Journal of Mathematics · 2019
This paper solves the problem faced by a pension fund manager in determining the optimal selection strategies involving four different assets comprising of one risk free asset and three risky assets whose prices are modelled by geometric Brownian motion. Also, a clause mandating...
Open access
Research Article
10.9734/arjom/2019/v15i330149