Pages that link to "Item:Q1394964"
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The following pages link to Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964):
Displaying 50 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Optimal strategies for pay-as-you-go pension finance: a sustainability framework (Q343982) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- The effect of objective formulation on retirement decision making (Q495508) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Optimal investment choices post-retirement in a defined contribution pension scheme (Q704413) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
- Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
- A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
- Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization (Q6569737) (← links)
- Hopf bifurcation analysis of a continuous investment update project model (Q6607548) (← links)
