Optimal asset management for pension funds
Author:
Publisher
Emerald
Subject
Business, Management and Accounting (miscellaneous),Finance
Reference19 articles.
1. Optimal pension management in a stochastic framework
2. Battocchio, P., Menoncin, F. and Scaillet, O. (2003), “Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases”,Annals of Operations Research.
3. Labor supply flexibility and portfolio choice in a life cycle model
4. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
5. Optimal asset allocation in life annuities: a note
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2. Optimal dynamic asset allocation of pension fund in mortality and salary risks framework;Insurance: Mathematics and Economics;2015-09
3. Using Causal Loop Diagram in Understanding Financial Activities of Malaysia Pension Fund;GATR Global Journal of Business Social Sciences Review;2013-08-19
4. Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model;Journal of Risk and Insurance;2010-01-25
5. Stochastic optimal control of DC pension funds;Insurance: Mathematics and Economics;2008-06
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