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  1. 1
    Academic Journal

    Optimal investment based on performance measure with a stochastic benchmark

    Authors: Chengjin Tang, Jiahao Guo, Yinghui Dong

    Source: AIMS Mathematics, Vol 10, Iss 2, Pp 2750-2770 (2025)

    Subject Terms: relative performance, performance ratio, stochastic benchmark, change of measure, Mathematics, QA1-939

    File Description: electronic resource

    Relation: https://doaj.org/toc/2473-6988

    Access URL: https://doaj.org/article/1c162ff5a11a4b3283a9c74ba3226208

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  2. 2
    Academic Journal

    Optimal investment of DC pension plan under a joint VaR-ES constraint

    Authors: Yinghui Dong, Chengjin Tang, Chunrong Hua

    Source: AIMS Mathematics, Vol 9, Iss 1, Pp 2084-2104 (2024)

    Subject Terms: dc pension plan, var-es constraint, martingale approach, concavification, Mathematics, QA1-939

    File Description: electronic resource

    Relation: https://doaj.org/toc/2473-6988

    Access URL: https://doaj.org/article/d773fb945c3f4372aa504b1a5aae255b

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  3. 3
    Academic Journal

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