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  • Search: subject:"Pre-commitment strategy"
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Portfolio selection 2 Portfolio-Management 2 Pre-commitment strategy 2 Theorie 2 Theory 2 Capital income 1 Cash Flow 1 Cash flow 1 DC pension plan 1 Equilibrium strategy 1 Exponential utility 1 Kapitaleinkommen 1 Pension fund 1 Pensionskasse 1 Portfolio choice 1 Regime switching 1 Return of premiums clause 1 Stochastic cash flows 1 Stochastic process 1 Stochastischer Prozess 1 Time-consistent strategy 1
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Bian, Lihua 1 Li, Zhongfei 1 Lin, Ling 1 Xiao, Helu 1 Yao, Haixiang 1 Yin, Jialing 1 Zeng, Ximei 1 Zhou, Zhongbao 1
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Insurance 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause
Bian, Lihua; Li, Zhongfei; Yao, Haixiang - In: Insurance 81 (2018), pp. 78-94
Persistent link: https://www.econbiz.de/10011904623
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Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
Zhou, Zhongbao; Xiao, Helu; Yin, Jialing; Zeng, Ximei; … - In: Insurance 68 (2016), pp. 187-202
Persistent link: https://www.econbiz.de/10011492670
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