Showing 31 - 40 of 110
Persistent link: https://www.econbiz.de/10012216672
Persistent link: https://www.econbiz.de/10011656524
Persistent link: https://www.econbiz.de/10013349917
Persistent link: https://www.econbiz.de/10014486371
In this paper, we study the portfolio problem of a pension fund manager who wants to maximize the expected utility of the terminal wealth in a complete financial market with the stochastic interest rate. Using the method of stochastic optimal control, we derive a non-linear second-order partial...
Persistent link: https://www.econbiz.de/10005380570
Persistent link: https://www.econbiz.de/10008412225
Persistent link: https://www.econbiz.de/10008244963
Persistent link: https://www.econbiz.de/10008057636
Persistent link: https://www.econbiz.de/10008892101
Persistent link: https://www.econbiz.de/10008893113