Pages that link to "Item:Q1799638"
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The following pages link to Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638):
Displaying 11 items.
- Portfolio management with targeted constant market volatility (Q1622522) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
