Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
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Publication:2364016
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Cited in
(49)- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
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- The NMLE and CEKF algorithm for robust optimal investment strategy of DC pension plans with stochastic salary and a return of premium clause
- Optimal investment and benefit adjustment problem for a hybrid pension plan with longevity trend under the CEV model
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