Journal of Mathematical Finance

Vol.3 No.4(2013), Paper ID 40093, 11 pages

DOI:10.4236/jmf.2013.34050

 

Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme

 

Joshua O. Okoro, Charles I. Nkeki

 

Department of Physical Science, Faculty of Science and Engineering, Landmark University, Omu-Aran, Nigeria
Department of Mathematics, Faculty of Physical Sciences, University of Benin, Benin City, Nigeria

 

Copyright © 2013 Joshua O. Okoro, Charles I. Nkeki et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


J. Okoro and C. Nkeki, "Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme," Journal of Mathematical Finance, Vol. 3 No. 4, 2013, pp. 476-486. doi: 10.4236/jmf.2013.34050.

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