Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918): Difference between revisions
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| Property / DOI: 10.1007/s10479-017-2449-8 / rank | |||
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| Property / OpenAlex ID: W2593724230 / rank | |||
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| Property / cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund / rank | |||
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| Property / cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans / rank | |||
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| Property / cites work: Q4522707 / rank | |||
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| Property / cites work: A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates / rank | |||
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| Property / cites work: Pricing and hedging gap risk / rank | |||
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| Property / DOI: 10.1007/S10479-017-2449-8 / rank | |||
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Latest revision as of 00:13, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant proportion portfolio insurance in defined contribution pension plan management |
scientific article |
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Constant proportion portfolio insurance in defined contribution pension plan management (English)
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12 November 2018
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optimal portfolio
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CPPI
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portfolio insurance
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defined contribution pension plans
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