RAIRO - Operations Research

Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk

Danping Li, Junna Bi and Mengcong Hu

RAIRO-Oper. Res., 55 (2021) S2983-S2997

Published online: 02 March 2021

DOI: 10.1051/ro/2020132

Danping Li

Junna Bi

Mengcong Hu

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