Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723): Difference between revisions

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+Dynamic asset allocation for varied financial markets under regime switching framework
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+Portfolio optimization with unobservable Markov-modulated drift process
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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
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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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+On the sub-optimality cost of immediate annuitization in DC pension funds
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+Stochastic optimal control of DC pension funds
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
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+Optimal portfolio choice for unobservable and regime-switching mean returns
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
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+On the Separation Theorem of Stochastic Control
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+Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
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+Nash equilibrium strategies for a defined contribution pension management
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+Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
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+Bounded rationality as a source of loss aversion and optimism: a study of psychological adaptation under incomplete information
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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 mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
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+Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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+Multi‐period mean variance portfolio selection under incomplete information
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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