Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model

Journals Menu

Follow SCIRP

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model"
written by Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi,
published by Journal of Mathematical Finance, Vol.8 No.4, 2018

has been cited by the following article(s):

[1]	The implications of taxation on the investment strategy of insurance company under constant elasticity of variance model and different utility preferences
	2022

[2]	Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria
	2021

[3]	Investor's Optimal Strategy with and Without Transaction Cost Under Ornstein-Uhlenbeck and Constant Elasticity of Variance (CEV) Models Via Exponential …
	2020

Follow SCIRP