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
| Year of publication: |
2013
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|---|---|
| Authors: | Okoro, Joshua O. ; Nkeki, Charles I. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 476-486
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| Subject: | Optimal Variational Merton Portfolios | Mean-Variance | Expected Wealth, Defined Contribution | Pension Scheme | Pension Plan Member | Inter-Temporal Hedging Terms | Stochastic Salary | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Theorie | Theory | Altersvorsorge | Retirement provision | Hedging | Vermögen | Wealth | Gesetzliche Rentenversicherung | Public pension system | Private Altersvorsorge | Private retirement provision | Anlageverhalten | Behavioural finance | Betriebliche Altersversorgung | Occupational pension plan |