Pages that link to "Item:Q704413"

The following pages link to Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413):

Displaying 46 items.

• On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
• A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
• The effect of objective formulation on retirement decision making (Q495508) (← links)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
• An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Following the rules: integrating asset allocation and annuitization in retirement portfolios (Q939381) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
• Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← 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)
• Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
• Closed-form solutions for an explicit modern ideal tontine with bequest motive (Q2234764) (← links)
• Multi-period optimal investment choice post-retirement with inter-temporal restrictions in a defined contribution pension plan (Q2244246) (← links)
• Optimal investment strategy post retirement without ruin possibility: a numerical algorithm (Q2315936) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Income drawdown option with minimum guarantee (Q2514762) (← links)
• A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
• A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
• Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
• Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
• Relative Choice Models for Income Drawdown in a Defined Contribution Pension Scheme (Q3088976) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare (Q6102867) (← links)
• Stressing dynamic loss models (Q6152707) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)