Pages that link to "Item:Q1956025"
From MaRDI portal
The following pages link to Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025):
Displaying 16 items.
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
- The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
- Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks (Q2336996) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
- Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model (Q2520450) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Optimal pension investment problem with stochastic salary (Q2825057) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Optimal investment strategies for DC occupational pension fund based stochastic contribution flow model: under the constraint of a minimum guarantee (Q5127697) (← links)
- (Q5383693) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
