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Search: subject:"DC pension plan"
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DC pension plan
15
Portfolio selection
12
Portfolio-Management
12
Pension fund
11
Pensionskasse
11
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10
Retirement provision
10
Theorie
8
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8
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5
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5
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4
Occupational pension plan
4
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4
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3
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3
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3
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3
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2
Control theory
2
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2
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2
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2
Loss aversion
2
Markovian time inconsistent stochastic control
2
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2
Optimal benefit outgo
2
Return of premiums clauses
2
Risikoprämie
2
Risk premium
2
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2
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Volatilität
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dynamic programming approach
2
inflation-indexed bond
2
stochastic optimal control
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Liang, Zongxia
5
He, Lin
4
Li, Zhongfei
4
Chen, Zheng
3
Zeng, Yan
3
Guo, Junyi
2
Li, Danping
2
Wang, Pei
2
Yao, Haixiang
2
Zhang, Xiaoyi
2
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1
Chen, Ping
1
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1
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1
Kang, Yuxin
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1
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Insurance / Mathematics & economics
8
Insurance: Mathematics and Economics
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
12
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2
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Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
3
The role of inflation-indexed bond in optimal management of defined contribution pension plan during the decumulation phase
Zhang, Xiaoyi
;
Guo, Junyi
- In:
Risks
6
(
2018
)
2
,
pp. 1-16
This paper investigates the optimal investment strategy for a defined contribution (
DC
)
pension
plan
during the …
Persistent link: https://www.econbiz.de/10011996582
Saved in:
4
The role of inflation-indexed bond in optimal management of defined contribution pension plan during the decumulation phase
Zhang, Xiaoyi
;
Guo, Junyi
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
This paper investigates the optimal investment strategy for a defined contribution (
DC
)
pension
plan
during the …
Persistent link: https://www.econbiz.de/10011811720
Saved in:
5
Equilibrium investment strategy for a
DC
pension
plan
with learning about stock return predictability
Wang, Pei
;
Shen, Yang
;
Zhang, Ling
;
Kang, Yuxin
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
Saved in:
6
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
7
Pre-commitment and equilibrium investment strategies for the
DC
pension
plan
with regime switching and a return of premiums clause
Bian, Lihua
;
Li, Zhongfei
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
Saved in:
8
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
9
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
10
Equilibrium investment strategy for
DC
pension
plan
with default risk and return of premiums clauses under CEV model
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
;
Yi, Bo
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 6-20
Persistent link: https://www.econbiz.de/10011691490
Saved in:
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