On Efficiency of Mean–variance Based Portfolio Selection in Defined Contribution Pension Schemes

Quantitative Finance - United Kingdom
doi 10.1080/14697688.2012.708778
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes Under Mean–variance Criterion

ANZIAM Journal
Mathematics
2014English

Mean-Variance Portfolio Selection Problem With Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework

Statistics, Optimization and Information Computing
ControlInformation SystemsPattern RecognitionProbabilityUncertaintyComputer VisionOptimizationStatisticsSignal ProcessingArtificial Intelligence
2013English

Matching Defined Contribution Pension Schemes in Japan

2012English

Defined Contribution Pension Schemes in the United Kingdom.

Journal of the Staple Inn Actuarial Society
1986English

Regret, Portfolio Choice, and Guarantees in Defined Contribution Schemes

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2006English

Notional Defined Contribution (NDC) Pension Schemes and Income Patterns

SSRN Electronic Journal
2011English

Characteristic-Based Mean-Variance Portfolio Choice

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Mean-Variance Portfolio Selection With Random Parameters in a Complete Market

Mathematics of Operations Research
Management ScienceComputer Science ApplicationsOperations ResearchMathematics
2002English

Mean-Variance Portfolio Optimization Under Asset-Liability Based on Time Series Approaches

International Journal of Mathematics Trends and Technology
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy