On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023): Difference between revisions

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+Optimal pension management in a stochastic framework.
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Decision analysis using targets instead of utility functions.
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+Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+The premium of dynamic trading
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+Asset and liability management under a continuous-time mean-variance optimization framework
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+Optimal investment strategies in the presence of a minimum guarantee.
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+Stochastic optimal control of annuity contracts.
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+Pension funds with a minimum guarantee: a stochastic control approach
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+Stochastic optimal control of DC pension funds
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+Optimal investment choices post-retirement in a defined contribution pension scheme
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+Choosing the optimal annuitization time post-retirement
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+Dynamic approaches to pension funding
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+Optimal Value and Growth Tilts in Long-Horizon Portfolios*
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+Prospect Theory: An Analysis of Decision under Risk
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Optimum consumption and portfolio rules in a continuous-time model
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+A Minimum Variance Result in Continuous Trading Portfolio Optimization
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+Risk aversion and expected-utility theory: a calibration exercise
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+Advances in prospect theory: cumulative representation of uncertainty
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+Optimal investment for an insurer: the martingale approach
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+The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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