Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework

By Guohui Guan, Zongxia Liang. 2014

123 citations recorded by the source corpus.

Subfields: Accounting, Demography, Finance

View Paper: https://www.semanticscholar.org/paper/5028a81a457f8278286390cd0ad3a2c053f4c611

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Zhongfei Li
2. Pei Wang

In Demography

1. Pei Wang
2. Zhongfei Li
3. Yan Zeng

In Finance

1. Pei Wang
2. Zhongfei Li
3. Yan Zeng

Citations in the corpus

• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (2018, background): “However, the investment problem for a DC pension plan under the Heston’s SV model is just introduced by Guan and Liang (2014).”