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

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+Optimal investment strategies in the presence of a minimum guarantee.
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+Stochastic optimal control of DC pension funds
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+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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+Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
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+Optimal investment management for a defined contribution pension fund under imperfect information
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
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+Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
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+On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+Nash equilibrium strategies for a defined contribution pension management
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+Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model
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+Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
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+Stochastic optimal control of annuity contracts.
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+Normal rank
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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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