基于风险约束和投资者行为特征的DC型养老基金投资管理研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility | 期刊论文 | Ling Zhang;Danping Li;Yongzeng Lai |
2 | The optimal portfolio of alpha-maxmin mean-VaR problem for investors | 期刊论文 | Zhilin Kang;Linhai Zhao;Jingyun Sun |
3 | Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity | 期刊论文 | Pei Wang;Zhongfei Li;Jingyun Sun |
4 | DC 型养老基金在多维相依风险资产中的最优配置 | 期刊论文 | 孙景云;郭精军;赵煜 |
5 | 基于Stein-Stein波动率和动态VaR约束下DC型养老基金的最优投资策略 | 期刊论文 | 孙景云;田丽娜;陈峥 |
6 | Robust portfolio choice for a DC pension plan with stochastic income and interest rate | 期刊论文 | Jingyun Sun;Yongjun Li;Ling Zhang |
7 | Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks | 期刊论文 | Jingyun Sun;Haixiang Yao;Zhilin Kang |
8 | 随机利率环境下一类跳扩散相依风险资产的最优投资策略 | 期刊论文 | 孙景云;郭精军 |
9 | Optimal investment problem between two insurers with value-added service | 期刊论文 | Yajie Wang;Ximin Rong;Hui Zhao;Danping Li |