Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.016 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1994409048 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal asset allocation in life annuities: a note. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance principle of managing cointegrated risky assets and random liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment decisions when time-horizon is uncertain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies in the presence of a minimum guarantee. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance optimization problems for an accumulation phase in a defined benefit plan / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lifetime investment and consumption using a defined-contribution pension scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic mean-variance portfolio selection with borrowing constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios for DC pension plans under a CEV model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment choices post-retirement in a defined contribution pension scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Choosing the optimal annuitization time post-retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pension funds with a minimum guarantee: a stochastic control approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies and risk measures in defined contribution pension schemes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Management of a pension fund under mortality and financial risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal asset allocation for DC pension plans under inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance portfolio and contribution selection in stochastic pension funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Programming and Duality in Normed Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ``optimal pension management in a stochastic framework'' with exponential utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategy for defined contribution pension schemes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time mean-variance asset-liability management with endogenous liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for a pension fund under inflation risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time mean-variance portfolio selection: a stochastic LQ framework / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:33, 8 July 2024

scientific article
Language Label Description Also known as
English
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
scientific article

    Statements

    Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 June 2014
    0 references
    0 references
    asset allocation
    0 references
    defined contribution pension fund
    0 references
    multi-period mean-variance
    0 references
    stochastic income
    0 references
    mortality risk
    0 references
    0 references