Pages that link to "Item:Q2015657"
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The following pages link to Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657):
Displayed 12 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← 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)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)