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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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Strategic Asset Allocation Considerations for German Pension Insurance Funds : Theoretical Analysis and Empirical Evidence - Applying Stochastic Time Series Simulations and Dynamic...
Hertrich, Christian - 2011
Our research project analyses the suitability of social responsible investments (SRI) and alternative asset classes (in particular commodities, hedge fund in-vestments, high-yield bonds) for the portfolio management of German Pension Insurance Funds (Pensionskassen), the largest external...
Persistent link: https://www.econbiz.de/10013120648
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Optimal risk for pension funds : the sustainability of the UK Universities pension scheme
Miles, David; Sefton, James A. - 2024
Persistent link: https://www.econbiz.de/10014581695
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A stochastic dominance approach to pension-fund selection
Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina - In: IMA journal of management mathematics 33 (2022) 1, pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
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Stuctured products for pension funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Dynamic stochastic optimization : [this volume includes …, (pp. 115-130). 2004
Persistent link: https://www.econbiz.de/10003487978
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Mean-variance management in stochastic aggregated pension funds with nonconstant interest rate
Josa Fombellida, Ricardo - In: Pension fund risk management : financial and actuarial …, (pp. 103-127). 2010
Persistent link: https://www.econbiz.de/10003938146
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Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: Computers & operations research : and their … 35 (2008) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10003665730
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Stochastic programming in multistage financial planning
Şimşek, Koray Deniz - 2004
Persistent link: https://www.econbiz.de/10003551603
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Stochastic optimization for enterprise risk management
Zhang, Zhuojuan - 2006
Persistent link: https://www.econbiz.de/10003946505
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Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161
Persistent link: https://www.econbiz.de/10011397973