Optimal asset allocation for DC pension plans under inflation
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Publication:2444718
Recommendations
- Optimal investment for a pension fund under inflation risk
- Dynamic mean-variance problem for defined contribution pension fund under inflation
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
- Optimal strategy with multiple risky assets for DC pension plans under inflation: a market completion framework
Cites work
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- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
- Stochastic optimal control of DC pension funds
Cited in
(90)- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria
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- Optimal annuity portfolio under inflation risk
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
- Optimal mean-variance efficiency of a family with life insurance under inflation risk
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
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- Optimal strategy with multiple risky assets for DC pension plans under inflation: a market completion framework
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
- Dynamic mean-variance problem for defined contribution pension fund under inflation
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- Optimal investment in defined contribution pension schemes with forward utility preferences
- Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
- Pension funds with longevity risk: an optimal portfolio insurance approach
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility
- Optimal defined-contribution pension management with financial and mortality risks
- Optimal investment strategies for DC pension plan with administrative fees and return of premiums clauses under the Heston model
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- Time-consistent strategies for DC pension plans with the return of premiums clauses in stochastic environments
- 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
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
- Optimal investment for a pension fund under inflation risk
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