Heterogeneity-adjusted management of pension funds using adaptive representative agents
Year of publication: |
2023
|
---|---|
Authors: | Thepdanai Danswasvong ; Sira Suchintabandid |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 545-567
|
Subject: | Defined-benefit pension fund | Dynamic programming | Heterogeneity | Optimal asset allocation | Stochastic control | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Dynamische Optimierung |
-
Optimal consumption, investment and housing with means-tested public pension in retirement
Andréasson, Johan G., (2017)
-
Heterogeneity effects on the management of retirement fund
Danswasvong, T., (2019)
-
Asset Liability Methoden für Pensionskassen und private Investoren
Pfiffner, Thomas, (2006)
- More ...
-
Modeling term structure of default correlation
Suchintabandid, Sira, (2015)
-
Pricing CDOs and other credit derivatives in multifactor models
Suchintabandid, Sira, (2007)
-
Correlation expansions for CDO pricing
Glasserman, Paul, (2007)
- More ...