Narrow search
Showing 71 - 80 of 680,721
Cover Image
Liability-driven investment for pension funds : stochastic optimization with real assets
Jang, Chul; Clare, Andrew D.; Owadally, Iqbal - In: Risk management : an international journal 26 (2024) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10014536668
Cover Image
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing; Chen, Zhiping; Consigli, Giorgio; Yan, Zhe - In: Quantitative finance 22 (2022) 9, pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Cover Image
Optimal chance-constrained pension fund management through dynamic stochastic control
Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 967-1007
Persistent link: https://www.econbiz.de/10013440687
Cover Image
Optimal investment strategy for a DC pension fund plan in a finite horizon time : an optimal stochastic control approach
Vahabi, Saman; Najafabadi, Amir T. Payandeh - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10013342158
Cover Image
Modelling uncertain operational cash flows of real estate investments using simulations of stochastic processes
Pfnür, Andreas; Armonat, Stefan - In: Journal of property investment & finance 31 (2013) 5, pp. 481-501
Persistent link: https://www.econbiz.de/10009790273
Cover Image
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Buckley, Winston; Long, Hongwei; Marshall, Mario - In: European journal of operational research : EJOR 252 (2016) 2, pp. 676-686
Persistent link: https://www.econbiz.de/10011457778
Cover Image
Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
Brito, Rui Pedro; Júdice, Pedro - In: International transactions in operational research : a … 29 (2022) 4, pp. 2613-2648
Persistent link: https://www.econbiz.de/10012815220
Cover Image
Importance sampling in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.; Blomvall, J. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Cover Image
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Cover Image
Risk and reward of fractionally leveraged ETFs in a stock/bond portfolio
DiLellio, James A. - In: Financial services review : the journal of individual … 27 (2018) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10012120191