Pages that link to "Item:Q6133186"
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The following pages link to Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186):
Displaying 4 items.
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)