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Optimal Investment for a DC Pension Plan under VaR Regulations and Minimum Insurance with Inflation Risk
18/18 checkable references clean · checked 2026-08-17
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 18 checked references that resolve
resolves10.1016/j.jedc.2012.08.001
Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
resolves10.1016/j.jedc.2013.11.001
Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
resolves10.1016/0165-1889(92)90044-F
Labor supply flexibility and portfolio choice in a life cycle model
resolves10.1016/j.jedc.2005.03.009
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
resolves10.1016/0022-0531(89)90067-7
Optimal consumption and portfolio policies when asset prices follow a diffusion process
resolves10.1016/j.ejor.2019.08.034
Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan
resolves10.1137/0329039
Martingale and Duality Methods for Utility Maximization in an Incomplete Market
resolves10.1016/B978-0-12-780850-5.50052-6
Optimum Consumption and Portfolio Rules in a Continuous-Time Model**I would like to thank P. A. Samuelson, R. M. Solow, P. A. Diamond, J. A. Mirrlees, J. A. Flemming, and D. T. Scheffman for their helpful discussions. Of course, all errors are mine. Aid from the National Science Foundation is gratefully acknowledged. An earlier version of the paper was presented at the second World Congress of the Econometric Society, Cambridge, England.
resolves10.1016/j.jedc.2018.01.023
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
The 9 references without a DOI — listed, not checked
no DOI — not checkedOptimal pension management in a stochastic framework
no DOI — not checkedOptimal management under stochastic interest rates: the case of a protected defined contribution pension fund
no DOI — not checkedOptimal investment under var-regulation and minimum insurance
no DOI — not checkedAsset allocation under loss aversion and minimum performance constraint in a dc pension plan with inflation risk
no DOI — not checkedOptimal investment strategies in the presence of a minimum guarantee
no DOI — not checkedOptimal asset allocation for dc pension plans under inflation
no DOI — not checkedOn "optimal pension management in a stochastic framework" with exponential utility
no DOI — not checkedPrecommitted strategies with initial-time and intermediate-time var constraints
no DOI — not checkedMarkowitzs mean-variance defined contribution pension fund management under inflation: A continuous-time model
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