A Dynamic Accumulation Model for the Second Pillar of the Slovak Pension System
Year of publication: |
2006
|
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Authors: | KILIÁNOVÁ, Soòa ; MELICHERÈÍK, Igor ; ŠEVÈOVIÈ, Daniel |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 56.2006, 11-12, p. 506-521
|
Publisher: |
Institut ekonomických studií |
Subject: | Bellman equation | dynamic stochastic programming | funded pillar | pension portfolio simulations | risk aversion | Slovak pension system | utility function |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E27 - Forecasting and Simulation ; G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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