Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory"
written by Charles I. Nkeki, Chukwuma R. Nwozo,
published by Journal of Mathematical Finance, Vol.2 No.1, 2012
has been cited by the following article(s):
  • Google Scholar
  • CrossRef
[1] Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate
Journal of Mathematical Finance, 2021
[2] Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models
2020
[3] Assets Selection Problem for a Defined Contribution Pension Management under a Market with Inflation
International Journal of Computer Science and Mathematical Theory, 2019
[4] Optimal investment risks and debt management with backup security in a financial crisis
Journal of Computational and Applied Mathematics, 2018
[5] Optimal pension fund management in a jump-diffusion environment: Theoretical and empirical studies
Journal of Computational and Applied Mathematics, 2017
[6] OPTIMAL INVESTMENT AND OPTIMAL ADDITIONAL VOLUNTARY CONTRIBUTION RATE OF A DC PENSION FUND IN A JUMP-DIFFUSION ENVIRONMENT
Annals of Financial Economics, 2017
[7] Stochastic Optimal Investment under Inflationary Market with Minimum Guarantee for DC Pension Plans
Journal of Mathematics Research, 2015
[8] OPTIMAL SURPLUS, MINIMUM PENSION BENEFITS AND CONSUMPTION PLANS IN A MEAN-VARIANCE PORTFOLIO APPROACH FOR A DEFINED CONTRIBUTION PENSION SCHEME
Konuralp Journal of Mathematics, 2015
[9] Stochastic Funding of a Defined Contribution Pension Plan with Proportional Administrative Costs and Taxation under Mean-Variance Optimization Approach
Statistics, Optimization & Information Computing, 2014
[10] OPTIMAL NET INVESTMENT WEALTH WITH DISCOUNTED STOCHASTIC CASH FLOWS AND EFFICIENT FRONTIER
International Journal of Applied Mathematics, 2013
[11] Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework
Statistics, Optimization & Information Computing, 2013
[12] Mean-Variance Portfolio Optimization Problem with Fixed Salary and Inflation Protection for a Defined Contribution Pension Scheme
Journal of Statistical and Econometric Methods, 2013
[13] Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows
Journal of Mathematical Finance, 2013
[14] Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme
Journal of Mathematical Finance, 2013
[15] Optimal investment under inflation protection and optimal portfolios with stochastic cash flows strategy
IAENG Journal of Applied Mathematics, 2013
[16] MEAN-VARIANCE PORTFOLIO SELECTION PROBLEM WITH TIME-DEPENDENT SALARY FOR DEFINED CONTRIBUTION PENSION SCHEME
CI NKEKI - 91.187.98.171, 2013
[17] Optimal portfolio and wealth valuation strategies with stochastic cash flows dependent on the optimal wealth
Mathematical Finance Letters, 2013
[18] Optimal Discounted Portfolio, Expected Wealth and Strategic Consumption for a Defined Contribution Pension Scheme
Global Journal of Science Frontier Research, 2013
[19] Optimal Investment under Inflation Protection and Optimal Portfolios with Stochastic Cash Flows Strategy.
2013
[20] Mean–variance portfolio selection problem with time dependent salary for defined contribution pension scheme
2013
[21] Mean-variance portfolio selection with inflation hedging strategy: a case of a defined contributory pension scheme
Theory and Applications of Mathematics & Computer Science, 2012
Free SCIRP Newsletters
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top