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

Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective

Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199

Persistent link: https://www.econbiz.de/10011435793

Pension fund management with hedging derivatives, stochastic dominance and nodal contamination

Moriggia, Vittorio; Kopa, Miloš; Vitali, Sebastiano - In: Omega : the international journal of management science 87 (2019), pp. 127-141

Persistent link: https://www.econbiz.de/10012063408

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

Less is more : increasing retirement gains by using an upside terminal wealth constraint

Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011398052

Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints

Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237

Persistent link: https://www.econbiz.de/10011533911

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