Pages that link to "Item:Q704413"
From MaRDI portal
The following pages link to Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413):
Displayed 27 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)
- 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 pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← 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)
- 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)
- 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)
- 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)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)