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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Mei Ling Tang, Son Nan Chen, Gene C. Lai,
Ting Pin Wu
會計研究所
研究成果
:
雜誌貢獻
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期刊論文
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同行評審
20
引文 斯高帕斯(Scopus)
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Keyphrases
Inflation
100%
Stochastic Interest Rate
100%
Asset Allocation
100%
Defined Benefit Pension Plans
100%
Numerical Experiments
33%
Inflation Rate
33%
Economic Environment
33%
Real Interest Rates
33%
Nominal Interest Rate
33%
Interest Rates
33%
Jarrow
33%
Stock Portfolio
33%
Interest Rate Risk
33%
Annuity
33%
Dynamic Programming Problem
33%
Minimum Guarantee
33%
CPI Index
33%
Stochastic Dynamic Programming
33%
Allocation Criteria
33%
Pension Funds
33%
Economics, Econometrics and Finance
Inflation
100%
Portfolio Selection
100%
Interest Rate
100%
Wealth
33%
Inflation Rate
33%
Real Interest Rate
33%
Nominal Interest Rate
33%
Dynamic Programming
33%
Interest Rate Risk
33%