Browsing Masters Theses by Author "Johnstone, Kibabu Munywoki"
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Optimal investment strategies of a defined Contribution pension fund
Johnstone, Kibabu Munywoki (Maseno University, 2019)The issue that a pension fund manager faces is how to optimize his/her investment strategies. The question we solve is the optimal design of the minimum guarantee in a defined contribution pension Fund Scheme. We study ...