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European journal of operational research : EJOR
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1
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:
2
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
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3
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:
4
Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
Saved in:
5
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
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6
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:
7
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
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8
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
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9
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
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10
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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