Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate"
written by Kenneth Tiro, Othusitse Basimanebotlhe, Elias R. Offen,
published by Journal of Mathematical Finance, Vol.11 No.4, 2021

has been cited by the following article(s):

[1]	An optimal investment consumption model for retirees with no health insurance
	Heliyon, 2024

[2]	A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds
	Mathematics, 2023

[3]	Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility
	Mathematical Foundations of Computing, 2023

[4]	Optimal Investment Strategy of Defined Contribution Pension Based on Bequest Motivation and Loss Aversion
	Wuhan University Journal of …, 2022

[1]	An optimal investment consumption model for retirees with no health insurance Heliyon, 2024 DOI:10.1016/j.heliyon.2024.e29034

[2]	An optimal investment consumption model for retirees with no health insurance Heliyon, 2024 DOI:10.1016/j.heliyon.2024.e29034

[3]	A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds Mathematics, 2023 DOI:10.3390/math11061476

[4]	Optimal Investment Strategy of Defined Contribution Pension Based on Bequest Motivation and Loss Aversion Wuhan University Journal of Natural Sciences, 2022 DOI:10.1051/wujns/2022274321

[5]	Optimal Investment Strategy of Defined Contribution Pension Based on Bequest Motivation and Loss Aversion Wuhan University Journal of Natural Sciences, 2022 DOI:10.1051/wujns/2022274321

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