Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291): Difference between revisions

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+Optimal pension management in a stochastic framework.
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+Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimal dividend strategies with time-inconsistent preferences
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+Stochastic optimal control of annuity contracts.
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+Normal rank
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+Stochastic optimal control of DC pension funds
@@ Property / cites work: Stochastic optimal control of DC pension funds / rank @@
+Normal rank
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+Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+Optimal asset allocation for DC pension plans under inflation
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+Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
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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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+Time-Inconsistent Stochastic Linear--Quadratic Control
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+Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
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+Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
+Normal rank
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION
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+Option pricing when underlying stock returns are discontinuous
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+Applied stochastic control of jump diffusions.
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+Normal rank
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+Optimal investment strategy for defined contribution pension schemes
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+Time-consistent strategies for a multiperiod mean-variance portfolio selection problem
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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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+Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints
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+Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
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+Optimal time-consistent investment and reinsurance policies for mean-variance insurers
+Normal rank
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
+Normal rank
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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