Pages that link to "Item:Q2364016"

The following pages link to Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016):

Displaying 29 items.

• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← 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)
• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Asset allocation for a DC pension plan with learning about stock return predictability (Q2171070) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
• Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
• Minimum probability function of crossing the upper regulatory threshold for asset-liability management (Q5079153) (← links)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
• Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937) (← links)
• Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
• (Q6148931) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
• (Q6155225) (← links)