Pages that link to "Item:Q2015477"

The following pages link to Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477):

Displaying 24 items.

• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• The effect of objective formulation on retirement decision making (Q495508) (← links)
• Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
• Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
• Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)