Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility

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Front. Math. China ›› 2020, Vol. 15 ›› Issue (5) : 1001-1009. DOI: 10.1007/s11464-020-0870-9
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Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility

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