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Publications by Charles Nkeki
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
Control
Information Systems
Pattern Recognition
Probability
Uncertainty
Computer Vision
Optimization
Statistics
Signal Processing
Artificial Intelligence
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Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates
Optimal Time-Consistent Portfolio and Contribution Selection for Defined Benefit Pension Schemes Under Mean–variance Criterion
ANZIAM Journal
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The Optimal Rate of Return for Defined Contribution Pension Systems in a Stochastic Framework
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Stochastic Portfolio Selection Problem With Reliability Criteria
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Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension With Stochastic Salary Under the Affine Interest Rate Model
Journal of Mathematical Finance
Quadratic Hedging and Mean-Variance Portfolio Selection With Random Parameters in an Incomplete Market
Mathematics of Operations Research
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Linear Quadratic Optimal Control Problem of Stochastic Switching Systems
Journal of Automation and Control Engineering
A SimILS-Based Methodology for a Portfolio Optimization Problem With Stochastic Returns
Lecture Notes in Business Information Processing
Control
Systems Engineering
Information Systems
Business
International Management
Simulation
Management
Management Information Systems
Modeling
