Pages that link to "Item:Q2404556"

The following pages link to Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556):

Displaying 23 items.

• Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
• Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan (Q2244246) (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
• Short term decumulation strategies for underspending retirees (Q2670108) (← links)
• Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
• A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← 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 Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← 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)