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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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Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.; Santiago, Leonardo P. - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
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Investment strategies in the funded pillar of the Slovak pension system
Melicherčík, Igor; Szűcs, Gábor; Vilček, Igor - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 2, pp. 133-151
Persistent link: https://www.econbiz.de/10011341456
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Entrance times of random walks : with applications to pension fund modeling
Fiig Jarner, Søren; Tolver Kronborg, Morten - In: Insurance / Mathematics & economics 67 (2016), pp. 1-20
Persistent link: https://www.econbiz.de/10011457142
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Automatic balancing mechanisms for mixed pension systems under different investment strategies
Boado-Penas, María del Carmen; Godínez-Olivares, Humberto - In: The European journal of finance 26 (2020) 2/3, pp. 277-294
Persistent link: https://www.econbiz.de/10012207210
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Sharing downside risk in defined benefit pension funds
Plantinga, Auke; Meer, Robert van der; Sortino, Frank … - In: The Sortino framework for constructing portfolios : …, (pp. 115-128). 2010
Persistent link: https://www.econbiz.de/10003915649
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An evolutionary approach to asset allocation in defined contribution pension schemes
Senel, Kerem; Pamukcu, A. Bulent; Yanik, Serhat - In: Natural computing in computational finance ; [the …, (pp. 25-51). 2008
Persistent link: https://www.econbiz.de/10009515176
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A micro-simulation model for pension funds
Aalst, Paul C. van - In: Modelling reality and personal modelling, (pp. 327-341). 1993
Persistent link: https://www.econbiz.de/10001282550