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Optimal annuity portfolio under inflation risk
Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488
Persistent link: https://www.econbiz.de/10011285966
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Dynamic portfolio choice and optimal retirement decisions for families over the life cycle
Hubener, Andreas - 2015
Persistent link: https://www.econbiz.de/10011305446
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An experimental study of effect of market performance on annuitization and equity allocations
Agnew, Julie R.; Anderson, Lisa R.; Szykman, Lisa R. - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 120-129
Persistent link: https://www.econbiz.de/10011333688
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Generational accounting, solidarity and pension losses
Teulings, Coen N.; Vries, Casper G. de - 2003
consumption and portfolio theory shows that the younger generations should have the higher equity exposure due to their human …
Persistent link: https://www.econbiz.de/10011334341
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Trading death : the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios
Sutcliffe, Charles M. S. - In: International review of financial analysis 38 (2015), pp. 163-174
Persistent link: https://www.econbiz.de/10011337617
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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10009769892
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Variational form of classical portfolio strategy and expected wealth for a defined contributory pension scheme
Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of mathematical finance 2 (2012) 1, pp. 132-139
Persistent link: https://www.econbiz.de/10009668263
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Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.; Nkeki, Charles I. - In: Journal of mathematical finance 3 (2013) 4, pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance / Mathematics & economics 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667