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~person:"Nembrini, Stefano"
~person:"Vigna, Elena"
~subject:"Dynamic equilibrium"
~subject:"Pension fund"
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Dynamic equilibrium
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Nembrini, Stefano
Vigna, Elena
Menoncin, Francesco
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Scaillet, Olivier
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Battocchio, Paolo
5
Levaggi, Rosella
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Vergalli, Sergio
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Le Courtois, Olivier
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Dzhumashev, Ratbek
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Modena, Andrea
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Stochastic continuous time growth models that allow for closed form solutions
Menoncin, Francesco
;
Nembrini, Stefano
- In:
Journal of economics
124
(
2018
)
3
,
pp. 213-241
Persistent link: https://www.econbiz.de/10011905075
Saved in:
2
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
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