Pages that link to "Item:Q704413"
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The following pages link to Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413):
Displayed 11 items.
- 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)
- 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)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← 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)