Optimal investment strategy for defined contribution pension schemes

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Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, unknown): “gna and Haberman [26](2001).”
A visual analytics approach to understanding cycling behaviour (2012, unknown): “It is observed that the deformation increases with the distance similar to case 2, while there is also a very good agreement between the simulation and the experiment.”
Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (2015, background): “Vigna and Haberman[23](2001), Haberman and Vigna[18](2002)established a significant discrete time model for the DC plan and successfully derived the optimal investment strategy by stochastic programming method.”
Optimal risk management in defined benefit stochastic pension funds (2004, background): “Other related papers areO’Brien (1987), Boulier et al. (1995, 1996), Cairns (1995, 1996, 2000), Owadally and Haberman (1999), Vigna and Haberman (2001), Taylor (2002), Chang et al. (2003).”
Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model (2013, background): “By minimizing the risk that is a quadratic target-based (meansquared error) cost function, Vigna and Haberman (2001) and 0167-6687/$ – see front matter© 2013 Elsevier B.V.”