Optimal asset allocation for DC pension plans under inflation (Q2444718): Difference between revisions

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+Optimal pension management in a stochastic framework.
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
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+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Optimal investment strategies in the presence of a minimum guarantee.
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+Stochastic optimal control of DC pension funds
@@ Property / cites work: Stochastic optimal control of DC pension funds / rank @@
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+Optimal investment choices post-retirement in a defined contribution pension scheme
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+On ``optimal pension management in a stochastic framework'' with exponential utility
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+An equilibrium characterization of the term structure
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+Optimal investment strategy for defined contribution pension schemes
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