Dynamic mean-variance problem for defined contribution pension fund under inflation
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(24)- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies
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- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process
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- Relative performance concern on DC pension plan under Heston model with inflation risk
- Nash equilibrium strategies for a defined contribution pension management
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- A defined contribution pension plan with multiple risks under the mean-variance criterion
- Optimal investment of DC pension plan under loss aversion and LEL constraint
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