Optimal Investment of Defined Contribution Pension Plan with Environmental, Social, and Governance (ESG) Factors in Regime-Switching Jump Diffusion Models

Peng, Fanyi; Yan, Ming; Zhang, Shuhua

doi:10.2139/ssrn.4614760

2023

DOI: 10.2139/ssrn.4614760

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Optimal Investment of Defined Contribution Pension Plan with Environmental, Social, and Governance (ESG) Factors in Regime-Switching Jump Diffusion Models

Fanyi Peng,

Ming Yan,

Shuhua Zhang

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Optimal Investment of Defined Contribution Pension Plan with Environmental, Social, and Governance (ESG) Factors in Regime-Switching Jump Diffusion Models

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