Pages that link to "Item:Q1735031"
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The following pages link to Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031):
Displayed 12 items.
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
- Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)