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Equilibrium strategies in a defined benefit pension plan game
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Equilibrium strategies in a defined benefit pension plan game (2018)Equilibrium strategies in a defined benef…Stochastic Differential Equations (2014)Stochastic Differential Equat…- Theory and applications (2013)- Theory and applicationsOptimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (2009)Optimal asset allocation for …Optimal risk management in defined benefit stochastic pension funds (2004)Optimal risk management in de…Stochastic Differential Equations (2002)Stochastic Differential Equat…Stochastic differential portfolio games (2000)Stochastic differential portf…Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (2000)Some Notes on the Dynamics an…Differential Games in Economics and Management Science (2000)Differential Games in Economi…Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark (1999)Beating a moving target: Opti…Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (1997)Survival and Growth with a Li…Dynamic approaches to pension funding (1994)Dynamic approaches to pension…Continuous-Time Finance. (1991)Continuous-Time Finance.The equity premium: A puzzle (1985)The equity premium: A puzzleControlled Diffusion Processes (1980)Controlled Diffusion ProcessesThe Dynamic Inefficiency of Capitalism (1973)The Dynamic Inefficiency of C…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Theory of Value (1959)The Tragedy of the Commons and Economic Growth: Why Does Capital Flow from Poor to Rich Countries? (1992)Social conflict and growth (1996)Dynamic Games in the Economics and Management of Pollution (2010)The Accumulation of Capital (2010)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Clustering of financial time series with application to index and enhanced index tracking portfolio (2005)Controlled Markov Processes and Viscosity Solutions (2005)Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns (2005)Optimal Decentralized Investment Management (2006)Stochastic Differential Equations and Diffusion Processes (1983)Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data (1988)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Advances of the probability density evolution method for nonlinear stochastic systems (2011)Functional Itô calculus and stochastic integral representation of martingales (2013)Stochastic Differential Utility (1992)Martingale Methods in Financial Modelling (1997)Arbitrage Theory in Continuous Time (1998)Collective Reputation and Quality (2005)Planning Marketing-Mix Strategies in the Presence of Interaction Effects (2005)Lock‐in situations in supply chains: A social exchange theoretic study of sourcing arrangements in buyer–supplier relationships (2008)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)Narver and Slater, Kohli and Jaworski and the market orientation construct: integration and internationalization (1995)Automation Bias in Intelligent Time Critical Decision Support Systems (2004)Why do small and medium enterprises use social media marketing and what is the impact: Empirical insights from India (2020)Discrete-time approximation of decoupled Forward–Backward SDE with jumps (2007)Linear quadratic regulation of systems with stochastic parameter uncertainties (2009)Continuous Time Modeling of Panel Data by means of SEM (2010)
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References

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  • 2013- Theory and applications1,554 cited
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  • 2000Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time164 cited
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  • 2004Optimal risk management in defined benefit stochastic pension funds88 cited
  • 2009Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates

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