Sensitivity analysis for a dynamic stochastic accumulation model for optimal pension savings management
Year of publication: |
2009
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Authors: | Jakubík, Tibor ; Melicherčík, Igor ; Ševčovič, Daniel |
Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 57.2009, 8, p. 756-771
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Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Slowakei | Slovakia |
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