
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Keywords: برنامه ریزی پویا تصادفی; G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 91G30; IB13; IE12; IE13; IE43; Defined contribution pension plan; Stochastic interest rate; Mean-reverting returns; Stochastic market price of risk; Mean-variance efficiency; Stochastic dynamic programming;