Pages that link to "Item:Q5151534"
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The following pages link to Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534):
Displaying 16 items.
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
- Asset allocation for a DC pension plan with learning about stock return predictability (Q2171070) (← links)
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk (Q5002419) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION (Q5051165) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- Robust portfolio choice with limited attention (Q6153095) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Optimal investment, consumption, and work effort choice with Cobb-Douglas utility and preferences for cash (Q6536941) (← links)
- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model (Q6543770) (← links)
