Li, X., Chang, H., & Chen, X. (2026). Time-Consistent Strategies for DC Pension Plans with the Return of Premiums Clauses in Stochastic Environments. Journal of the Operations Research Society of China, 14(2), 452. https://doi.org/10.1007/s40305-024-00554-z
Chicago Style (17th ed.) CitationLi, Xiao-Jia, Hao Chang, and Xing-Jiang Chen. "Time-Consistent Strategies for DC Pension Plans with the Return of Premiums Clauses in Stochastic Environments." Journal of the Operations Research Society of China 14, no. 2 (2026): 452. https://doi.org/10.1007/s40305-024-00554-z.
MLA (9th ed.) CitationLi, Xiao-Jia, et al. "Time-Consistent Strategies for DC Pension Plans with the Return of Premiums Clauses in Stochastic Environments." Journal of the Operations Research Society of China, vol. 14, no. 2, 2026, p. 452, https://doi.org/10.1007/s40305-024-00554-z.