Pages that link to "Item:Q5077250"

The following pages link to Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250):

Displayed 7 items.

• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) ‎ (← links)
• An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) ‎ (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) ‎ (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) ‎ (← links)
• Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937) ‎ (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) ‎ (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) ‎ (← links)