scientific article; zbMATH DE number 6962096
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Publication:4690685
zbMATH Open1413.91039MaRDI QIDQ4690685FDOQ4690685
Authors: Jianwei Gao, Yungao Wu 
Publication date: 22 October 2018
Title of this publication is not available (Why is that?)
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Cited In (12)
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- Optimal investment management for a defined contribution pension fund under imperfect information
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
- Optimal investment of DC pension plan under loss aversion and LEL constraint
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity
- Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk
- On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan
- Optimal pension fund management under risk and uncertainty: the case study of Poland
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan
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