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Academic Journal

Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan.

Authors : Wang, Suxin¹ (AUTHOR); Wang, Peiqi² (AUTHOR); Zhang, Shuhua³ (AUTHOR)

Source: IMA Journal of Management Mathematics. Apr2023, Vol. 34 Issue 2, p383-414. 32p.

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Academic Journal

Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference.

Authors : Chang, Hao^1,2 (AUTHOR) ; Wang, Chunfeng² (AUTHOR); Fang, Zhenming¹ (AUTHOR)

Source: IMA Journal of Management Mathematics. Apr2020, Vol. 31 Issue 2, p167-189. 23p.

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Academic Journal

Take (smoothed) risks when you are young, not when you are old: How to get the best from your pension plan.

Authors : David Blake¹

Source: IMA Journal of Management Mathematics. Apr2003, Vol. 14 Issue 2, p145-161. 17p.

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