scientific article; zbMATH DE number 6299953

zbMath1288.91179MaRDI QIDQ5418117

Charles I. Nkeki

Publication date: 3 June 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

efficient frontiermean-variancedefined contributioninflation hedgingoptimal utilityexpected wealthinflation risks fighter

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (6)

Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies ⋮ Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching ⋮ Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk ⋮ Optimal investment risks and debt management with backup security in a financial crisis ⋮ CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING ⋮ Nash equilibrium strategies for a defined contribution pension management

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