Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan

Author:

Li Fangbo,Wu Huiling,Yao Haixiang

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Computer Science (miscellaneous)

Reference45 articles.

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2. Blake D, Wright D, and Zhang Y, Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion, Journal of Economic Dynamics and Control, 2013, 37(1): 195–209.

3. Yao H X, Yang Z, and Chen P, Markowitzs mean-variance defined contribution pension fund management under inflation: A continuous-time model, Insurance: Mathematics and Economics, 2013, 53: 851–863.

4. Nkeki C I, Mean-variance portfolio selection problem with time-dependent salary for defined contribution pension scheme, Financial Mathematics and Applications, 2013, 2(1): 1–26.

5. He L and Liang Z X, Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework, Insurance: Mathematics and Economics, 2013, 53: 643–649.

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