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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
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 201 (2010) 1, pp. 211-221
Persistent link: https://www.econbiz.de/10003975468
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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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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
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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
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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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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
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Applying stochastic goal programming : a case study on water use planning
Bravo, Mila; Gonzalez, Ignacio - In: European journal of operational research : EJOR 196 (2009) 3, pp. 1123-1129
Persistent link: https://www.econbiz.de/10003825159
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Impact of liquidity risk on variations in efficiency and productivity : a panel gamma simulated maximum likelihood estimation
Shaik, Saleem - In: European journal of operational research : EJOR 245 (2015) 2, pp. 463-469
Persistent link: https://www.econbiz.de/10011308990
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Analytical solutions to the dynamic pricing problem for time-normalized revenue
Ibrahim, Michael Nawar; Atiya, Amir F. - In: European journal of operational research : EJOR 254 (2016) 2, pp. 632-643
Persistent link: https://www.econbiz.de/10011509014