Optimal investment for a pension fund under inflation risk (Q966427): Difference between revisions

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+Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Optimization of consumption with labor income
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+Optimum consumption and portfolio rules in a continuous-time model
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Optimal management and inflation protection for defined contribution pension plans
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