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type_genre:"Amtsdruckschrift"
~isPartOf:"European journal of operational research : EJOR"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Pensionsfonds"
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Pension fund
14
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14
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12
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7
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Josa-Fombellida, Ricardo
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European journal of operational research : EJOR
Journal of pension economics and finance
105
Insurance / Mathematics & economics
76
Pensions : an international journal
69
Journal of pension economics and finance : JPEF
35
Journal of banking & finance
28
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Risks : open access journal
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OECD working papers on insurance and private pensions
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The Australian economic review
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Applied economics
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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International social security review
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Australian journal of management
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Der Betrieb
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Journal of Australian political economy
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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The review of financial studies
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Pacific-Basin finance journal
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Finance research letters
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National tax journal
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Problems of economic transition
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Economisch statistische berichten : ESB
13
Financial services review : the journal of individual financial management
13
Investment management and financial innovations
12
Journal of sustainable finance & investment
12
OECD working papers on finance, insurance and private pensions
12
The journal of corporate finance : contracting, governance and organization
12
Economic papers : a journal of applied economics and policy
11
Journal of economic behavior & organization : JEBO
11
The American economic review
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Transfer : European review of labour and research ; quarterly review of the ETUI Research Department
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Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
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Economics letters
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Financial analysts' journal : FAJ
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ECONIS (ZBW)
14
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1
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
2
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Josa-Fombellida, Ricardo
;
López-Casado, Paula
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1294-1311
Persistent link: https://www.econbiz.de/10014471166
Saved in:
3
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Baltas, I.
;
Dopierała, Łukasz
;
Kołodziejczyk, Krzysztof
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1162-1174
Persistent link: https://www.econbiz.de/10013206931
Saved in:
4
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
5
Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui
;
Zheng, Harry
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 341-356
Persistent link: https://www.econbiz.de/10012153681
Saved in:
6
Equilibrium strategies in a defined benefit pension plan game
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 374-386
Persistent link: https://www.econbiz.de/10011993327
Saved in:
7
Chance-constrained optimization for pension fund portfolios in the presence of default risk
Sun, Yufei
;
Aw, Grace
;
Loxton, Ryan
;
Teo, Kok Lay
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 205-214
Persistent link: https://www.econbiz.de/10011611251
Saved in:
8
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
Saved in:
9
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
Saved in:
10
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
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