Pages that link to "Item:Q1792827"
From MaRDI portal
The following pages link to Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827):
Displaying 13 items.
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
- A stochastic Nash equilibrium portfolio game between two DC pension funds (Q2520451) (← links)
- Equilibrium investment strategy for a DC pension plan with derivative trading (Q3380744) (← 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)
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
