Yi Zhang

Shanghai University

149 Yanchang Road

SHANGDA ROAD 99

Shanghai 200072, SHANGHAI 200444

China

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Optimal Asset Management for Defined-Contribution Pension Funds with Default Risk

Journal of Risk, Vol. 19, No. 1, 2016
Number of pages: 14 Posted: 08 Oct 2016
Shibo Bian, Jim Cicon and Yi Zhang
Shanghai Lixin University of Commerce - School of Accounting and Finance, University of Central Missouri and Shanghai University
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Abstract:

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defined-contribution pension plan, optimal investment, defaultable bond, stochastic salary, martingale approach