Pages that link to "Item:Q2276261"
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The following pages link to On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261):
Displaying 10 items.
- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks (Q2336996) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
