Pages that link to "Item:Q5938020"

The following pages link to Optimal investment strategy for defined contribution pension schemes (Q5938020):

Displaying 42 items.

• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• The effect of objective formulation on retirement decision making (Q495508) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Stochastic optimal control of DC pension funds (Q931216) (← links)
• Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
• Integrating optimal annuity planning with consumption-investment selections in retirement planning (Q997088) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
• Stochastic optimal control of annuity contracts. (Q1423354) (← links)
• Optimal pension management in a stochastic framework. (Q1430674) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
• Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
• Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Longevity risk and retirement income tax efficiency: a location spending rate puzzle (Q2374096) (← links)
• Decision model and analysis for investment interest expense deduction and allocation (Q2379558) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
• A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
• Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
• Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
• RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
• Financial fairness and conditional indexation (Q4577199) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• A general optimization framework for the annuity contracts with multiscale stochastic volatility (Q5193460) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
• Heterogeneity-adjusted management of pension funds using adaptive representative agents (Q6089411) (← links)