No label defined (Q6148931)

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scientific article; zbMATH DE number 7801520

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7801520

Statements

scholarly article

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publication date

8 February 2024

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full work available at URL

https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2023/V46/I2/291

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zbMATH Keywords

limited-expected-losses constraint

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DC pension plan

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loss aversion

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concavification

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MaRDI profile type

MaRDI publication profile

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Dynamic mean-variance problem for defined contribution pension fund under inflation

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Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework

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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk

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Optimal management of DC pension plan under loss aversion and value-at-risk constraints

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Prospect Theory: An Analysis of Decision under Risk

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Advances in prospect theory: cumulative representation of uncertainty

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Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan

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Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

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Optimal investment for a pension fund under inflation risk

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6148931

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