Pages that link to "Item:Q2027122"
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The following pages link to Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122):
Displaying 6 items.
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- (Q4690685) (← links)