Pages that link to "Item:Q2333010"

The following pages link to Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010):

Displaying 25 items.

• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
• Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
• Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk (Q2656079) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
• Optimal investment of DC pension plan with two VaR constraints (Q5079897) (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
• A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
• Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
• Optimal investment of DC pension plan under incentive schemes and loss aversion (Q6534689) (← links)
• The importance of dynamic risk constraints for limited liability operators (Q6549613) (← links)
• On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
• Optimal investment based on relative performance and weighted utility (Q6576555) (← links)
• Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
• Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
• Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk (Q6641301) (← links)
• Optimal defined-contribution pension management with financial and mortality risks (Q6668688) (← links)