Similar Search Results - EconBiz

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

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

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

Asset Liability Methoden für Pensionskassen und private Investoren

Pfiffner, Thomas - 2006

Persistent link: https://www.econbiz.de/10003389532

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

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

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

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

Stochastic programming in multistage financial planning

Şimşek, Koray Deniz - 2004

Persistent link: https://www.econbiz.de/10003551603

Stochastic optimization for enterprise risk management

Zhang, Zhuojuan - 2006

Persistent link: https://www.econbiz.de/10003946505

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