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[1]
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Optimal pension fund management with stochastic additional contribution rate in a defined contribution pension plan
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2023 |
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[2]
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Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate
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Journal of Mathematical Finance,
2021 |
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[3]
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Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models
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2020 |
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[4]
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Assets Selection Problem for a Defined Contribution Pension Management under a Market with Inflation
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International Journal of Computer Science and Mathematical Theory,
2019 |
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[5]
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Optimal investment risks and debt management with backup security in a financial crisis
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Journal of Computational and Applied Mathematics,
2018 |
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[6]
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Optimal pension fund management in a jump-diffusion environment: Theoretical and empirical studies
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Journal of Computational and Applied Mathematics,
2017 |
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[7]
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OPTIMAL INVESTMENT AND OPTIMAL ADDITIONAL VOLUNTARY CONTRIBUTION RATE OF A DC PENSION FUND IN A JUMP-DIFFUSION ENVIRONMENT
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Annals of Financial Economics,
2017 |
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[8]
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Stochastic Optimal Investment under Inflationary Market with Minimum Guarantee for DC Pension Plans
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Journal of Mathematics Research,
2015 |
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[9]
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OPTIMAL SURPLUS, MINIMUM PENSION BENEFITS AND CONSUMPTION PLANS IN A MEAN-VARIANCE PORTFOLIO APPROACH FOR A DEFINED CONTRIBUTION PENSION SCHEME
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Konuralp Journal of Mathematics,
2015 |
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[10]
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Stochastic Funding of a Defined Contribution Pension Plan with Proportional Administrative Costs and Taxation under Mean-Variance Optimization Approach
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Statistics, Optimization & Information Computing,
2014 |
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[11]
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OPTIMAL NET INVESTMENT WEALTH WITH DISCOUNTED STOCHASTIC CASH FLOWS AND EFFICIENT FRONTIER
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International Journal of Applied Mathematics,
2013 |
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[12]
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Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework
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Statistics, Optimization & Information Computing,
2013 |
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[13]
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Mean-Variance Portfolio Optimization Problem with Fixed Salary and Inflation Protection for a Defined Contribution Pension Scheme
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Journal of Statistical and Econometric Methods,
2013 |
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[14]
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Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows
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Journal of Mathematical Finance,
2013 |
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[15]
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Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme
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Journal of Mathematical Finance,
2013 |
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[16]
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Optimal investment under inflation protection and optimal portfolios with stochastic cash flows strategy
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IAENG Journal of Applied Mathematics,
2013 |
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[17]
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MEAN-VARIANCE PORTFOLIO SELECTION PROBLEM WITH TIME-DEPENDENT SALARY FOR DEFINED CONTRIBUTION PENSION SCHEME
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CI NKEKI - 91.187.98.171,
2013 |
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[18]
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Optimal portfolio and wealth valuation strategies with stochastic cash flows dependent on the optimal wealth
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Mathematical Finance Letters,
2013 |
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[19]
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Optimal Discounted Portfolio, Expected Wealth and Strategic Consumption for a Defined Contribution Pension Scheme
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Global Journal of Science Frontier Research,
2013 |
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[20]
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Optimal Investment under Inflation Protection and Optimal Portfolios with Stochastic Cash Flows Strategy.
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2013 |
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[21]
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Mean–variance portfolio selection problem with time dependent salary for defined contribution pension scheme
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2013 |
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[22]
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Mean-variance portfolio selection with inflation hedging strategy: a case of a defined contributory pension scheme
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Theory and Applications of Mathematics & Computer Science,
2012 |
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