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Markowitz’s mean-variance defined contribution pension fund management under inflation : a continuous-time model
Yao, Haixiang; Yang, Zhou; Chen, Ping - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance / Mathematics & economics 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
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Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
Yao, Haixiang; Chen, Ping; Li, Xun - In: Insurance / Mathematics & economics 71 (2016), pp. 103-113
Persistent link: https://www.econbiz.de/10011630616
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Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling; Zhang, Hao; Yao, Haixiang - In: Insurance / Mathematics & economics 79 (2018), pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
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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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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