Pages that link to "Item:Q2015630"

The following pages link to Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630):

Displaying 35 items.

• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
• Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
• Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
• Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) (← links)
• On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
• A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
• Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims (Q2347112) (← links)
• Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION (Q2929387) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
• Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)