Waterloo, Ontario N2L 3G1
University of Waterloo
DC plan asset allocation, data-driven, neural network, target based objective
mean-variance, scalarization optimization, embedding, Pareto optimal, asset-liability, Hamilton-Jacobi-Bellman (HJB) equation, jump diffusion
stochastic benchmark, portfolio allocation, neural network
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File name: SSRN-id2790917.pdf
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value-at-risk, minimization problem
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