Pages that link to "Item:Q2465906"

The following pages link to Optimal management and inflation protection for defined contribution pension plans (Q2465906):

Displaying 21 items.

• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Optimal investment for a pension fund under inflation risk (Q966427) (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← 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)
• Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← 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)
• Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)