Pages that link to "Item:Q2347101"

The following pages link to Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101):

Displaying 31 items.

• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← 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)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← 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)
• A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← 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)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
• Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← 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)
• The investor problem based on the HJM model (Q5028970) (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
• On the investment strategies in occupational pension plans (Q5079380) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
• Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)