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Asset allocation for a DC pension fund under regime switching environment

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References

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Cited by

2012A BSDE approach to risk-based asset allocation of pension funds with regime switching38 cited
2021Household consumption-investment-insurance decisions with uncertain income and market ambiguity36 cited
2019Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity34 cited
2017Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks31 cited
2018Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause31 cited
2014OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL

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28 cited