Pages that link to "Item:Q1026572"

The following pages link to Optimal pension fund management under multi-period risk minimization (Q1026572):

Displaying 17 items.

• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
• How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
• Robustness in stochastic programs with risk constraints (Q1931644) (← links)
• Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• Multi-period portfolio optimization in a defined contribution pension plan during the decumulation phase (Q2423292) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• (Q3198771) (← links)
• Stochastic programming framework for Lithuanian pension payout modelling (Q3455975) (← links)
• ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
• OPTIMIZING THE MANAGER STRUCTURE IN A DOWNSIDE RISK FRAMEWORK(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803749) (← links)
• Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)