Optimal investment for a pension fund under inflation risk (Q966427): Difference between revisions

@@ Property / author @@
-Ai-Hua Zhang
@@ Property / author: Ai-Hua Zhang / rank @@
-Normal rank
@@ Property / author @@
+Ai-Hua Zhang
@@ Property / author: Ai-Hua Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-009-0294-5
+Normal rank
@@ Property / OpenAlex ID @@
+W3123247007
@@ Property / OpenAlex ID: W3123247007 / rank @@
+Normal rank
@@ Property / cites work @@
+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
+Normal rank
@@ Property / cites work @@
+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+Optimal management and inflation protection for defined contribution pension plans
+Normal rank