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Optimal investment risks management strategies of an economy in a financial crisis
Nkeki, Charles I. - In: International journal of financial engineering 5 (2018) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011922949
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Optimal investment and optimal additional voluntary contribution rate of a DC pension fund in a jump-diffusion environment
Nkeki, Charles I. - In: Annals of financial economics 12 (2017) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10011850385
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Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I. - In: Annals of financial economics 13 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011900656
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Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
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Variational form of classical portfolio strategy and expected wealth for a defined contributory pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of mathematical finance 2 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009668263
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Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.; Nkeki, Charles I. - In: Journal of mathematical finance 3 (2013) 4, pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
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Variational form of classical portfolio strategy and expected wealth for a defined contributory pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of mathematical finance 2 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10010079601