Keywords: طرح بازنشستگی تعریف شده; Defined contribution pension plan; Precommitment strategy; Equilibrium strategy; Mean-variance criterion; Jump-diffusion process;
مقالات ISI طرح بازنشستگی تعریف شده (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: طرح بازنشستگی تعریف شده; G11; G23; Defined contribution pension plan; Funding strategy; Investment strategy; Epstein-Zin utility; Stochastic lifestyling; Phased annuitisation; Dynamic programming;
Keywords: طرح بازنشستگی تعریف شده; C63; D91; G11; G23; Defined contribution pension plan; Investment strategy; Loss aversion; Target replacement ratio; Threshold strategy; Portfolio insurance; Dynamic programming;
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Keywords: طرح بازنشستگی تعریف شده; C61; G11; G23; Asset allocation; Defined contribution pension plan; Stochastic interest rate; Inflation-indexed bond; Minimum guarantee;
A stochastic Nash equilibrium portfolio game between two DC pension funds
Keywords: طرح بازنشستگی تعریف شده; C73; C61; G11; 91A15; 91A30; 91B51; 91G10; IB13; IB81; IE11; Defined contribution pension plan; Stochastic portfolio game; Nash equilibrium; Inflation risk; Dynamic programming method;
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Keywords: طرح بازنشستگی تعریف شده; C61; G11; G32; G02; 91B16; 91B30; 91G10; 93E20; IE12; IE13; IE43; IB81; Defined contribution pension plan; Portfolio choice; Stochastic interest rate; Stochastic contribution rate; Loss aversion; Value-at-Risk; Martingale method;
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Keywords: طرح بازنشستگی تعریف شده; G11; C61; G32; 91B30; 91B70; 91B16; 91G10; 91G30; IB13; IE12; IE13; IE43; Defined contribution pension plan; Stochastic interest rate; Mean-reverting returns; Stochastic market price of risk; Mean-variance efficiency; Stochastic dynamic programming;
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework
Keywords: طرح بازنشستگی تعریف شده; C61; G11; G32; 91G30; 91G10; 93E20; 91B16; 90C39; 91B06; IE53; IE13; IB13; IE12; Defined contribution pension plan; CRRA utility; Stochastic dynamic programming; Stochastic interest rate; Stochastic volatility; Stochastic contribution rate; Minimum guaran
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
Keywords: طرح بازنشستگی تعریف شده; G23; G11; C61; Defined contribution pension plan; Equity-linked annuity (ELA) scheme; Optimal dynamic asset allocation; Stochastic dynamic programming; HJB equations;
Three retirement decision models for defined contribution pension plan members: A simulation study
Keywords: طرح بازنشستگی تعریف شده; G11; J26; J33; Defined contribution pension plan; Dynamic and stochastic simulation; One-year retirement decision model; Two-thirds model; Option-value of continued work model;
An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
Keywords: طرح بازنشستگی تعریف شده; C61; IE13; Defined contribution pension plan; Stochastic optimal control; Legendre transform; CEV model; Asymptotic expansion;
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model
Keywords: طرح بازنشستگی تعریف شده; IE13; G23; Annuity; Defined contribution pension plan; Stochastic optimal control; Legendre transform; CEV model;
Optimal portfolios for DC pension plans under a CEV model
Keywords: طرح بازنشستگی تعریف شده; G11; C61; Defined contribution pension plan; Stochastic optimal control; CEV model; HJB equation; Optimal portfolios;
How are preferences revealed?
Keywords: طرح بازنشستگی تعریف شده; Revealed preferences; Normative preferences; Retirement savings; Asset allocation; Defined contribution pension plan