PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084): Difference between revisions

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-.1017/asb.2020.24
@@ Property / DOI: 10.1017/asb.2020.24 / rank @@
-Normal rank
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+Effectiveness of CPPI strategies under discrete-time trading
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+Optimal pension management in a stochastic framework.
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+Dynamic preferences for popular investment strategies in pension funds
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+Theory of constant proportion portfolio insurance
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+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
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+Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Changes of numéraire, changes of probability measure and option pricing
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+Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
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+Optimal asset allocation for DC pension plans under inflation
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+Option pricing when underlying stock returns are discontinuous
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+Best portfolio insurance for long-term investment strategies in realistic conditions
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+Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading
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+Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
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@@ Property / DOI @@
+.1017/ASB.2020.24
@@ Property / DOI: 10.1017/ASB.2020.24 / rank @@
+Normal rank