Pages that link to "Item:Q2333010"
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The following pages link to Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010):
Displayed 18 items.
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- (Q6148931) (← links)