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The following pages link to Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion (Q2929387):

Displaying 15 items.

Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
Optimal surplus, minimum pension benefits and consumption plans in a mean-variance portfolio approach for a defined contribution pension scheme (Q2801063) (← links)
On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
(Q4690685) (← links)
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)