Pages that link to "Item:Q956531"

The following pages link to Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531):

Displaying 50 items.

• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• A stochastic control problem with delay arising in a pension fund model (Q483928) (← 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)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Optimal consumption and portfolio choice for pooled annuity funds (Q938034) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
• Annuitization and asset allocation (Q1027412) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918) (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← 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)
• Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Life cycle asset allocation in the presence of housing and tax-deferred investing (Q1994243) (← links)
• Dynamic asset allocation when bequests are luxury goods (Q1994300) (← links)
• Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303) (← links)
• Valuation of mortgage interest deductibility under uncertainty: an option pricing approach (Q2002648) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal investment for a retirement plan with deferred annuities (Q2034150) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261) (← links)
• Reactive investment strategies (Q2276266) (← links)
• Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
• Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← 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)
• Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)