Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Year of publication: |
2006
|
---|---|
Authors: | Cairns, Andrew ; Blake, David ; Dowd, Kevin |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 5, p. 843-877
|
Subject: | Pensionskasse | Pension fund | Sozialversicherungsbeitrag | Social security contribution | Investition | Investment | Theorie | Theory |
-
Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew, (2004)
-
Optimal dynamic asset allocation for defined-contribution pension plans
Cairns, Andrew, (2000)
-
Socially optimal cap on pension contributions
Simonovits, AndrĂ¡s, (2013)
- More ...
-
Blake, David, (2008)
-
Blake, David, (2008)
-
Modelling and management of mortality risk : a review
Cairns, Andrew, (2008)
- More ...