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Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 38 (2014), pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan; Li, Danping; Chen, Zheng; Yang, Zhou - In: Journal of economic dynamics & control 88 (2018), pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
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Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M.; Molenaar, Roderick D. J.; … - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2939-2970
Persistent link: https://www.econbiz.de/10003775155
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Simulating and calibrating diversification against black swans
Hyung, Namwon; Vries, Casper G. de - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1162-1175
Persistent link: https://www.econbiz.de/10009634272
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International stock comovements with endogenous clusters
Coroneo, Laura; Jackson, Laura; Owyang, Michael T. - In: Journal of economic dynamics & control 116 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012503214
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A theory of optimal timing and selectivity
Chacko, George; Das, Sanjiv Ranjan - In: Journal of economic dynamics & control 23 (1999) 7, pp. 929-965
Persistent link: https://www.econbiz.de/10001379548
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Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean - In: Journal of economic dynamics & control 17 (1993) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
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Liquidity-constrained employment contracts
Leach, John - In: Journal of economic dynamics & control 13 (1989) 2, pp. 255-269
Persistent link: https://www.econbiz.de/10001061842