Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model

DOI10.1155/2013/297875zbMath1264.91120OpenAlexW1980766711WikidataQ58921486 ScholiaQ58921486MaRDI QIDQ1956025

Ximing Rong, Chu-bing Zhang

Publication date: 13 June 2013

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/297875

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Related Items (4)

The Lie symmetry approach on (1+2)-dimensional financial models ⋮ Optimal pension fund management under risk and uncertainty: the case study of Poland ⋮ An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks ⋮ Optimal management of DC pension fund under the relative performance ratio and VaR constraint

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