Lifetime investment and consumption using a defined-contribution pension scheme (Q310917): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2012.01.012
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+W3124529337
@@ Property / OpenAlex ID: W3124529337 / rank @@
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@@ Property / cites work @@
+Valuation of guaranteed annuity conversion options.
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+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
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+Q3773148
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Explicit solutions to an optimal portfolio choice problem with stochastic income
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+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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+Optimum consumption and portfolio rules in a continuous-time model
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+Risk Aversion in the Small and in the Large
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+Optimal Hedging and Valuation of Nontraded Assets
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