Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164): Difference between revisions

@@ Property / author @@
-Li-Hua Bian
@@ Property / author: Li-Hua Bian / rank @@
-Normal rank
@@ Property / author @@
-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
-Normal rank
@@ Property / author @@
+Li-Hua Bian
@@ Property / author: Li-Hua Bian / rank @@
+Normal rank
@@ Property / author @@
+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / 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/s40305-021-00386-1
+Normal rank
@@ Property / OpenAlex ID @@
+W4210955493
@@ Property / OpenAlex ID: W4210955493 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies in the presence of a minimum guarantee.
+Normal rank
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+Stochastic optimal control of DC pension funds
@@ Property / cites work: Stochastic optimal control of DC pension funds / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
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+Optimal management of DC pension plan under loss aversion and value-at-risk constraints
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+Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
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+Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
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+Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+Stochastic optimal control of annuity contracts.
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+Optimal portfolios for DC pension plans under a CEV model
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+Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate
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