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Mean-variance inefficiency of CRRA and CARA utility functions for portfolio selection in defined contribution pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution pension scheme in continuous time, and compare the mean-variance and the expected utility maximization approaches.
Elena Vigna
core
On efficiency of mean-variance based portfolio selection in DC pension schemes [PDF]
We consider the portfolio selection problem in the accumulation phase of a defined contribution (DC) pension scheme. We solve the mean-variance portfolio selection problem using the embedding technique pioneered by Zhou and Li (2000) and show that it is ...
Elena Vigna
core
The region of Umbria (Central Italy) represents one of the most interesting areas for the study of Mediterranean Plio-Pleistocene mammal faunas due to the occurrence of numerous paleontological deposits. Most of the fossils have been discovered within the Tiberino Basin, which extends across the centre of the territory for ca.
Azzarà, Beatrice|| +7 more
openaire +1 more source
Principal Component Analysis for Yield and Quality Traits of Blackgram (Vigna mungo (L.) Hepper)
, 2022 Y. Pushpa Reni +4 more
openalex +1 more source