Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model

By Haixiang Yao, Zhou Yang, Ping Chen. 2013

67 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e623bcf5207f6f6ce1f7edd527215535ff0c9b61

How researchers see this paper

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

In Demography

1. Guohui Guan
2. Zongxia Liang
3. Huiling Wu
4. Hua Chen

In Economics and Econometrics

1. Guohui Guan
2. Huiling Wu
3. Zongxia Liang
4. Hua Chen

In Finance

1. Zongxia Liang
2. Guohui Guan
3. Huiling Wu
4. Hua Chen

Citations in the corpus

• Nash equilibrium strategies for a defined contribution pension management (2015, background): “In the financial market onlywithmultiple risky assets, Yao et al. (2013) consider the optimal DC pension fund management with inflation under the mean–variance criterion.”
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014, unknown): “[27](2013).”
• Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (2015, background): “[28]) established the mean-variance problem with inflation risk in a DC plan.”