Asset allocation for a DC pension fund under regime switching environment

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Equilibrium investment strategy for defined-contribution pension schemes with generalized mean–variance criterion and mortality risk (2015, background): “Korn et al. (2011) study an optimal portfolio selection problem for a DC scheme member in a hidden Markov-modulated economy.”
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (2018, background): “There are many studies considering the optimal investment strategy before retirement to maximize the expected utility from terminal wealth, for example, Devolder et al. (2003), Cairns et al. (2006) and Korn et al. (2011).”
Markowitz’s mean–variance defined contribution pension fund management under inflation: A continuous-time model (2013, background): “Korn et al. (2011) consider a portfolio selection problem in a hidden Markov regime switching market.”
Nash equilibrium strategies for a defined contribution pension management (2015, unknown): “(2008), Zhang andEwald (2010), Korn et al. (2011), Di Giacinto et al. (2011), Di Giacinto and Vigna (2012), Han and Hung (2012), and Blake et al. (2013).”