Optimal investment for a pension fund under inflation risk
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Publication:966427
DOI10.1007/s00186-009-0294-5zbMath1189.93147OpenAlexW3123247007MaRDI QIDQ966427
Christian-Oliver Ewald, Ai-Hua Zhang
Publication date: 23 April 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-009-0294-5
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimization of consumption with labor income
- Optimal management and inflation protection for defined contribution pension plans
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
- A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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