Pages that link to "Item:Q2374101"
From MaRDI portal
The following pages link to Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101):
Displaying 15 items.
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
- Equilibrium strategies in a defined benefit pension plan game with regime switching (Q6607339) (← links)
