Pages that link to "Item:Q1413356"
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The following pages link to Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356):
Displayed 11 items.
- A fuzzy portfolio selection model with background risk (Q299669) (← links)
- Uncertain portfolio selection with background risk (Q671017) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Stochastic optimal control of annuity contracts. (Q1423354) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
- A game of information security investment considering security insurance and complementary information assets (Q6071097) (← links)