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Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model
Sun, Jingyun; Li, Zhongfei; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 158-172
Persistent link: https://www.econbiz.de/10011457232
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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
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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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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
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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