Pages that link to "Item:Q2725291"
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The following pages link to Optimal investment strategies in a CIR framework (Q2725291):
Displaying 26 items.
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Optimal design of the guarantee for defined contribution funds (Q953713) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- Stochastic optimal control of annuity contracts. (Q1423354) (← links)
- Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
- Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
- An optimal investment strategy in bank management (Q3087927) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
