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Search: subject:"defined-contribution pension plan"
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Defined contribution pension plan
15
Pension fund
15
Pensionskasse
15
Portfolio selection
15
Portfolio-Management
15
Altersvorsorge
13
Retirement provision
13
Theorie
9
Theory
9
Betriebliche Altersversorgung
8
Occupational pension plan
8
Dynamic programming
7
Stochastic interest rate
7
Stochastic dynamic programming
6
Stochastic process
6
Stochastischer Prozess
6
Financial investment
5
Investment strategy
5
Kapitalanlage
5
Interest rate
4
Loss aversion
4
Minimum guarantee
4
Private Altersvorsorge
4
Private retirement provision
4
Zins
4
defined-contribution pension plan
4
Anlageverhalten
3
Behavioural finance
3
Defined Contribution Pension Plan
3
Defined-contribution pension plan
3
Hamilton-Jacobi-Bellman equation
3
Portfolio insurance
3
Risikoaversion
3
Risk aversion
3
Target replacement ratio
3
Threshold strategy
3
salary risk
3
stochastic optimal control
3
Asset allocation
2
Dynamic Programming
2
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Article
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English
19
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8
Author
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Blake, David
7
Wright, Douglas
7
Zhang, Yumeng
7
Liang, Zongxia
6
Guan, Guohui
5
BATTOCCHIO, Paolo
2
Battocchio, Paolo
1
Brown, Robert L.
1
Chen, Son-nan
1
Cicon, James
1
Dong, Yinghui
1
Gosalia, Kamalesh
1
Han, Nan-Wei
1
Han, Nan-wei
1
He, Lin
1
Hung, Mao-Wei
1
Hung, Mao-wei
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kwon, Do-Gyun
1
Lai, Gene C.
1
Lee, Yongjae
1
Lefebvre, Rock
1
Li, Zhongfei
1
Lin, Changle
1
MENONCIN, Francesco
1
Menoncin, Francesco
1
Scahill, Patricia
1
Shibo, Bian
1
Simonova, Elena
1
Sun, Jingyun
1
Tang, Mei-Ling
1
Wang, Peiqi
1
Wang, Suxin
1
Wei, Pengyu
1
Wu, Ting-Pin
1
Yang, Charles
1
Zeng, Yan
1
Zhang, Shuhua
1
Zhang, Yi
1
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Certified General Accountants Association of Canada - CGA
1
Department of Economics, McMaster University
1
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Insurance / Mathematics & economics
6
Insurance: Mathematics and Economics
3
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
MPRA Paper
2
CeRP Working Papers
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
European journal of operational research : EJOR
1
Finance research letters
1
IMA journal of management mathematics
1
Journal of risk
1
Quantitative finance
1
Review of quantitative finance and accounting
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Social and Economic Dimensions of an Aging Population Research Papers
1
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ECONIS (ZBW)
15
RePEc
12
Showing
1
-
10
of
27
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date (newest first)
date (oldest first)
1
Optimal investment for defined-contribution pension plans under money illusion
Wei, Pengyu
;
Yang, Charles
- In:
Review of quantitative finance and accounting
61
(
2023
)
2
,
pp. 729-753
Persistent link: https://www.econbiz.de/10014342057
Saved in:
2
Portfolio optimization and intergenerational risk sharing for a collective
defined
contribution
pension
plan
Wang, Suxin
;
Wang, Peiqi
;
Zhang, Shuhua
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
Saved in:
3
Personalized goal-based investing via multi-stage stochastic goal programming
Kim, Woo Chang
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 515-526
Persistent link: https://www.econbiz.de/10012194905
Saved in:
4
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:
5
Optimal asset management for defined-contribution pension funds with default risk
Shibo, Bian
;
Cicon, James
;
Zhang, Yi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 63-76
Persistent link: https://www.econbiz.de/10011579786
Saved in:
6
The investment management for a downside-protected equity-linked annuity under interest rate risk
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Finance research letters
13
(
2015
),
pp. 113-124
Persistent link: https://www.econbiz.de/10011552419
Saved in:
7
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling
;
Chen, Son-nan
;
Lai, Gene C.
;
Wu, Ting-Pin
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
Saved in:
8
Optimal asset allocation for DC pension plans under inflation
Han, Nan-wei
;
Hung, Mao-wei
- In:
Insurance: Mathematics and Economics
51
(
2012
)
1
,
pp. 172-181
defined-contribution
pension
plan
with downside protection under stochastic inflation. The plan participant invests the fund …
Persistent link: https://www.econbiz.de/10011046580
Saved in:
9
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537381
Saved in:
10
Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
Volkswirtschaftliche Fakultät, …
-
2011
that the optimal investment strategy for
defined
contribution
pension
plan
members is a target-driven 'threshold' strategy …
Persistent link: https://www.econbiz.de/10009367962
Saved in:
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