Matches in SemOpenAlex for { <https://semopenalex.org/work/W2361485174> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2361485174 abstract "The defined benefit pension system applies widely in China.The portfolio and the contribution plan are the two core issues in this system.Thus,a Heston stochastic volatility control model with the logarithm utility function for the portfolio of the defined benefit pension funds is created in this paper,and a stochastic differential Bellman equation by applying optimal control theory is obtained.But this equation is very difficult to solve,so it transfers the primal problem to the dual problem and provides an analytic solution to the primal optimal problem by applying the Legendre transform and the dual theory.In theory,the paper enriches the methods of the model specification and the model solution for the stochastic volatility control model about the portfolio.In practical level,an optimal asset allocation strategy(between a risky asset and a reckless asset)and the least contribution policy,and expressions of quantity relations between the optimal decisions and the total assets,the pension benefit,the net assets and the risk premium to achieve the utility goal are found in this paper." @default.
- W2361485174 created "2016-06-24" @default.
- W2361485174 creator A5004394938 @default.
- W2361485174 date "2015-01-01" @default.
- W2361485174 modified "2023-09-27" @default.
- W2361485174 title "The Optimal Portfolio Decision and Contribution Plan of Defined Benefit Pension Funds Based on a Heston Stochastic Volatility Model and Legendre Dual Transform Method" @default.
- W2361485174 hasPublicationYear "2015" @default.
- W2361485174 type Work @default.
- W2361485174 sameAs 2361485174 @default.
- W2361485174 citedByCount "0" @default.
- W2361485174 crossrefType "journal-article" @default.
- W2361485174 hasAuthorship W2361485174A5004394938 @default.
- W2361485174 hasConcept C10138342 @default.
- W2361485174 hasConcept C116594300 @default.
- W2361485174 hasConcept C124952713 @default.
- W2361485174 hasConcept C126255220 @default.
- W2361485174 hasConcept C134306372 @default.
- W2361485174 hasConcept C142362112 @default.
- W2361485174 hasConcept C144237770 @default.
- W2361485174 hasConcept C149782125 @default.
- W2361485174 hasConcept C162324750 @default.
- W2361485174 hasConcept C170131372 @default.
- W2361485174 hasConcept C187625094 @default.
- W2361485174 hasConcept C202655437 @default.
- W2361485174 hasConcept C205706631 @default.
- W2361485174 hasConcept C21099588 @default.
- W2361485174 hasConcept C2778475510 @default.
- W2361485174 hasConcept C2780821815 @default.
- W2361485174 hasConcept C2780980858 @default.
- W2361485174 hasConcept C28826006 @default.
- W2361485174 hasConcept C33923547 @default.
- W2361485174 hasConcept C41008148 @default.
- W2361485174 hasConcept C51955184 @default.
- W2361485174 hasConcept C85393063 @default.
- W2361485174 hasConcept C91575142 @default.
- W2361485174 hasConcept C91602232 @default.
- W2361485174 hasConcept C93045229 @default.
- W2361485174 hasConceptScore W2361485174C10138342 @default.
- W2361485174 hasConceptScore W2361485174C116594300 @default.
- W2361485174 hasConceptScore W2361485174C124952713 @default.
- W2361485174 hasConceptScore W2361485174C126255220 @default.
- W2361485174 hasConceptScore W2361485174C134306372 @default.
- W2361485174 hasConceptScore W2361485174C142362112 @default.
- W2361485174 hasConceptScore W2361485174C144237770 @default.
- W2361485174 hasConceptScore W2361485174C149782125 @default.
- W2361485174 hasConceptScore W2361485174C162324750 @default.
- W2361485174 hasConceptScore W2361485174C170131372 @default.
- W2361485174 hasConceptScore W2361485174C187625094 @default.
- W2361485174 hasConceptScore W2361485174C202655437 @default.
- W2361485174 hasConceptScore W2361485174C205706631 @default.
- W2361485174 hasConceptScore W2361485174C21099588 @default.
- W2361485174 hasConceptScore W2361485174C2778475510 @default.
- W2361485174 hasConceptScore W2361485174C2780821815 @default.
- W2361485174 hasConceptScore W2361485174C2780980858 @default.
- W2361485174 hasConceptScore W2361485174C28826006 @default.
- W2361485174 hasConceptScore W2361485174C33923547 @default.
- W2361485174 hasConceptScore W2361485174C41008148 @default.
- W2361485174 hasConceptScore W2361485174C51955184 @default.
- W2361485174 hasConceptScore W2361485174C85393063 @default.
- W2361485174 hasConceptScore W2361485174C91575142 @default.
- W2361485174 hasConceptScore W2361485174C91602232 @default.
- W2361485174 hasConceptScore W2361485174C93045229 @default.
- W2361485174 hasLocation W23614851741 @default.
- W2361485174 hasOpenAccess W2361485174 @default.
- W2361485174 hasPrimaryLocation W23614851741 @default.
- W2361485174 hasRelatedWork W121531525 @default.
- W2361485174 hasRelatedWork W148967727 @default.
- W2361485174 hasRelatedWork W1973837093 @default.
- W2361485174 hasRelatedWork W1980766711 @default.
- W2361485174 hasRelatedWork W1997327120 @default.
- W2361485174 hasRelatedWork W2039139230 @default.
- W2361485174 hasRelatedWork W2064561530 @default.
- W2361485174 hasRelatedWork W2067978582 @default.
- W2361485174 hasRelatedWork W2080032616 @default.
- W2361485174 hasRelatedWork W2100058504 @default.
- W2361485174 hasRelatedWork W2343314034 @default.
- W2361485174 hasRelatedWork W2356254225 @default.
- W2361485174 hasRelatedWork W2362399457 @default.
- W2361485174 hasRelatedWork W2379625745 @default.
- W2361485174 hasRelatedWork W2384648858 @default.
- W2361485174 hasRelatedWork W2385369915 @default.
- W2361485174 hasRelatedWork W2390972128 @default.
- W2361485174 hasRelatedWork W2947349642 @default.
- W2361485174 hasRelatedWork W2983952415 @default.
- W2361485174 hasRelatedWork W3186938379 @default.
- W2361485174 isParatext "false" @default.
- W2361485174 isRetracted "false" @default.
- W2361485174 magId "2361485174" @default.
- W2361485174 workType "article" @default.