Pages that link to "Item:Q956531"
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The following pages link to Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531):
Displaying 50 items.
- 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)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← 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)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← 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 and inflation protection for defined contribution pension plans (Q2465906) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Optimal contributions in a defined benefit pension scheme with stochastic new entrants (Q2581785) (← links)
- Life-cycle asset allocation with annuity markets (Q2654416) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
- Retirement planning in individual asset-liability management (Q3165705) (← links)
- Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo (Q3423704) (← links)
- Optimal Life-Cycle Portfolios for Heterogeneous Workers* (Q4554717) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← 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)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
- PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← 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)
- Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
- Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND (Q5358111) (← links)
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Heterogeneity-adjusted management of pension funds using adaptive representative agents (Q6089411) (← links)
- Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance (Q6106195) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model (Q6543770) (← links)
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization (Q6569737) (← links)
