Pages that link to "Item:Q2879023"
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The following pages link to On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023):
Displaying 12 items.
- Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← 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)
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- (Q5448403) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
- BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID (Q6141906) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
