has been cited by the following article(s):
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[1]
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Optimal management of DC pension fund under the relative performance ratio and VaR constraint
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European Journal of Operational Research,
2023 |
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[2]
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Modelling and Optimization of Portfolio in a DC Scheme with Return of Contributions and Tax using Weibull Force Function
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Asian Journal of Probability and Statistics,
2022 |
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[3]
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Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model
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International Journal of …,
2022 |
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[4]
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Un nuevo acercamiento sobre la maximización de carteras de inversión para una mayor rentabilidad en las contribuciones
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Ingeniare,
2021 |
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[5]
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An Investor's Investment Plan with Stochastic Interest Rate under the CEV Model and the Ornstein-Uhlenbeck Process
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2021 |
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[6]
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Optimal management of DC pension fund under relative performance ratio and VaR constraint
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2021 |
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[7]
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Investor's Optimal Strategy with and Without Transaction Cost Under Ornstein-Uhlenbeck and Constant Elasticity of Variance (CEV) Models Via Exponential …
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2020 |
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[8]
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On the Investment Strategy, Effect of Inflation and Impact of Hedging on Pension Wealth during Accumulation and Distribution Phases
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2020 |
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[9]
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Portfolio Strategy for an Investor with Logarithm Utility and Stochastic Interest Rate under Constant Elasticity of Variance Model
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2020 |
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[10]
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Assets Selection Problem for a Defined Contribution Pension Management under a Market with Inflation
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International Journal of Computer Science and Mathematical Theory,
2019 |
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[11]
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On the Modified Optimal Investment Strategy for Annuity Contracts under the Constant Elasticity of Variance (CEV) Model
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2019 |
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[12]
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Effect of Supplementary Premium on the Optimal Portfolio Policy in a Defined Contribution Pension Scheme with Refund of Premium Clauses
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International Journal of Physical and Mathematical Sciences,
2019 |
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[13]
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Fund Management Strategies for a Defined Contribution (DC) Pension Scheme under the Default Fund Phase IV
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Communications in Mathematical Finance,
2019 |
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[14]
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On the Investment Approach in a DC Pension Scheme for Default Fund Phase IV under the Constant Elasticity of Variance (CEV) Model
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International Journal of Advances in Mathematics,
2018 |
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[15]
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Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy
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International Journal of Mathematical and Computational Sciences,
2018 |
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[16]
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Optimal portfolio selection in a DC pension with multiple contributors and the impact of stochastic additional voluntary contribution on the optimal investment …
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2018 |
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[1]
|
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
European Journal of Operational Research,
2023
DOI:10.1016/j.ejor.2022.06.012
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[2]
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Optimal management of DC pension fund under the relative performance ratio and VaR constraint
European Journal of Operational Research,
2023
DOI:10.1016/j.ejor.2022.06.012
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|
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[3]
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An Investor’s Investment Plan with Stochastic Interest Rate under the CEV Model and the Ornstein-Uhlenbeck Process
Journal of the Nigerian Society of Physical Sciences,
2021
DOI:10.46481/jnsps.2021.172
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[4]
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On the Investment Strategy, Effect of Inflation and Impact of Hedging on Pension Wealth during Accumulation and Distribution Phases
Journal of the Nigerian Society of Physical Sciences,
2020
DOI:10.46481/jnsps.2020.62
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