Výsledky vyhledávání - "Kevin N. C. Njoku"

Effect of Inflation on Stochastic Optimal Investment Strategies for DC Pension under the Affine Interest Rate Model

Publikováno v: Volume: 2, Issue: 1 91-100
Fundamental Journal of Mathematics and Applications

In this paper, we seek to investigate the effect of inflation on the optimal investment strategies for DC Pension. Our model permits the plan member to make a defined contribution, as provided in the Nigerian Pension Reform Act of 2004. The plan memb

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c00d6567b4cd00c61f71eac177151180
https://doi.org/10.33401/fujma.409748

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On the Effect of Inflation and Impact of Hedging on Pension Wealth Generation Strategies under the Geometric Brownian Motion Model

Autor: Bright O. Osu, Kevin N. C. Njoku, Ben I. Oruh

Publikováno v: Earthline Journal of Mathematical Sciences. :119-142

This work investigates the effect of Inflation and the impact of hedging on the optimal investment strategies for a prospective investor in a DC pension scheme, using inflation-indexed bond and inflation-linked stock. The model used here permits the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::71aeca68fc6115756982e628d7fb7f3e
https://doi.org/10.34198/ejms.1219.119142

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On the Investment Strategy, Effect of Inflation and Impact of Hedging on Pension Wealth during Accumulation and Distribution Phases

Autor: Bright O. Osu, Ben I. Oruh, Kevin N. C. Njoku

Publikováno v: Journal of Nigerian Society of Physical Sciences, Vol 2, Iss 3 (2020)

This paper studies the various results obtained in literature on the investment strategy, the effect of inflation and impact ofh edging on the Pension Wealth generation. The explicit solution of the constant relative risk aversion (CRRA) and constant

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bcd54f7e7951b34e79790491cc7ccd8
https://journal.nsps.org.ng/index.php/jnsps/article/view/62

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Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model

Autor: Kevin N. C. Njoku, Edikan E. Akpanibah, Bright O. Osu, Rosemary N. Ujumadu

Publikováno v: Journal of Mathematical Finance. :821-833

In this paper, optimal investment strategies for defined contribution (DC) Pension, with extra contribution are studied. Our model permits the plan member to make a defined extra contribution, as provided in the Nigerian Pension Reform Act of 2004. T

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6cecc2a229855492a4d5f0335fe92672
https://doi.org/10.4236/jmf.2017.74043

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