Pages that link to "Item:Q5077250"

The following pages link to Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250):

Displaying 8 items.

• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
• Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
• Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion (Q5093743) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)