Narrow search
Showing 1 - 10 of 89,690
Cover Image
Optimal consumption and portfolio selection with early retirement option
Yang, Zhou; Koo, Hyeng-keun - In: Mathematics of operations research 43 (2018) 4, pp. 1378-1404
Persistent link: https://www.econbiz.de/10011957105
Cover Image
A generalization of Yaari's result on annuitization with optimal retirement
Park, Seyoung - In: Economics letters 137 (2015), pp. 17-20
Persistent link: https://www.econbiz.de/10011436187
Cover Image
Is diversification always optimal?
Humphrey, Jacquelyn E.; Benson, Karen; Low, Rand Kwong Yew - In: Pacific-Basin finance journal 35 (2015) 2, pp. 521-532
Persistent link: https://www.econbiz.de/10011543400
Cover Image
Dynamic asset allocation
Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302
Persistent link: https://www.econbiz.de/10011416515
Cover Image
Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K. - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
Cover Image
Asset demands and consumption with longevity risk
Jang, Bong-Gyu; Koo, Hyeng-keun; Rhee, Yuna - In: Economic theory : official journal of the Society for … 62 (2016) 3, pp. 587-633
Persistent link: https://www.econbiz.de/10011529384
Cover Image
The cost of homogeneity in life cycle pension funds : an explanation to demand's inelasticity of Mexican pension funds with a performance attribution test
Torre Torres, Oscar V. de la; Figueroa, Evaristo Galeana; … - In: European research on management and business economics 24 (2018) 2, pp. 97-103
Persistent link: https://www.econbiz.de/10012051637
Cover Image
Minimizing the probability of lifetime ruin : two riskless assets with transaction costs
Liang, Xiaoqing; Young, Virginia R. - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 847-883
Persistent link: https://www.econbiz.de/10012125302
Cover Image
A multistage risk-averse stochastic programming model for personal savings accrual : the evidence from Lithuania
Kabašinskas, Audrius; Maggioni, Francesca; Šutienė, … - 2019
Persistent link: https://www.econbiz.de/10012109495
Cover Image
The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund
Thomson, Robert J.; Reddy, Taryn L. - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10011620748