Pages that link to "Item:Q315615"
From MaRDI portal
The following pages link to Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion (Q315615):
Displaying 33 items.
- The effect of objective formulation on retirement decision making (Q495508) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
- Optimal retirement planning with a focus on single and joint life annuities (Q5001129) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
- PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
