Pages that link to "Item:Q2015657"

The following pages link to Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657):

Displaying 32 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)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← 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)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Unhedgeable inflation risk within pension schemes (Q2292172) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← 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)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← 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)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
• Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Intergenerational sharing of unhedgeable inflation risk (Q6152690) (← links)
• Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
• Optimal defined-contribution pension management with financial and mortality risks (Q6668688) (← links)