Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas-Reference-Cited by-同舟云学术

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Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas

Published:2022-07-11 Issue:9 Volume:22 Page:1759-1784
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Ji Bingbing¹²,Chen Zhiping¹²^ORCID,Consigli Giorgio³⁴^ORCID,Yan Zhe¹²

Affiliation:

1. School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, People's Republic of China

2. Center for Optimization Technique and Quantitative Finance, Xi'an International Academy for Mathematics and Mathematical Technology, Xi'an, 710049, People's Republic of China

3. Department of Mathematics, Khalifa University of Science and Technology, P.O.Box 127788, Abu Dhabi, UAE

4. Department of Economics, University of Bergamo, Via dei Caniana 2, 24127 Bergamo, Italy

Funder

National Natural Science Foundation of China

Khalifa University of Science and Technology

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2092329

Reference34 articles.

1. Asset allocation in Finnish pension funds

2. Pension Fund Asset Allocation and Liability Discount Rates

3. The efficiency of Greek public pension fund portfolios

4. A multi-objective multi-period stochastic programming model for public debt management

5. Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems

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