Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan
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Publication:6131029
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Cites work
- scientific article; zbMATH DE number 1247838 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
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- Multiperiod Telser's safety-first portfolio selection with regime switching
- Nash equilibrium strategies for a defined contribution pension management
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- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
- Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
- Risky asset pricing based on safety first fund management
- Safety First and the Holding of Assets
- Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
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