optimal investment strategy for a dc pension fund plan in a finite horizon time

This paper obtains an optimal strategy in a finite horizon time for a portfolio of a dc pension fund for an investor with the crra utility function. it employs the optimal stochastic control method in a financial market with two different asset markets, one risk free and another one risky asset with its jump follows either a finite or infinite activity l´evy process. sensitivity of jump parameters in a uncertainty financial market has been studied.