Optimal investment strategies in the presence of a minimum guarantee. (Q1413348)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2004043
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment strategies in the presence of a minimum guarantee. |
scientific article; zbMATH DE number 2004043 |
Statements
Optimal investment strategies in the presence of a minimum guarantee. (English)
0 references
16 November 2003
0 references
This research paper represents a significant study in obtaining optimal strategies in a model for a defined contribution pension fund, taking into account the presence of a minimum guarantee and a continuous-time framework. This kind of long-term investment problems allows for a stochastic term structure concerning the interest rates and it is related to the pension fund management. The authors completed this work with a pertinent numerical analysis, important comparisons and they suggest several directions for future research using the final conclusions and the appropriate references.
0 references
optimal investment strategy
0 references
minimum guarantee
0 references
pension fund
0 references
stochastic interest rate
0 references
0 references
0 references
0.773089587688446
0 references
0.7705410718917847
0 references
0.7692638635635376
0 references
0.767005443572998
0 references
