2 results
Asset allocation for a DC pension plan with minimum guarantee constraint and hidden Markov regime-switching
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
- Published online by Cambridge University Press:
- 21 November 2022, pp. 1035-1062
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DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
- Published online by Cambridge University Press:
- 12 May 2020, pp. 201-216
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