Communication and personal selection of pension saver's financial risk

DOI10.1016/j.ejor.2018.10.038zbMath1431.91329OpenAlexW2898219784MaRDI QIDQ1755410

Jens Perch Nielsen, Munir Hiabu, Ioannis Kyriakou, Russell Gerrard

Publication date: 9 January 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/20994/1/ManuscriptCRO.pdf

zbMATH Keywords

investment analysisfinanceutility theoryrisk managementOR in banking

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10) Actuarial mathematics (91G05)

Related Items (3)

Forecasting benchmarks of long-term stock returns via machine learning ⋮ On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging ⋮ Long-term real dynamic investment planning

Cites Work

• Optimal design of the guarantee for defined contribution funds
• Optimal investment strategies in the presence of a minimum guarantee.
• Chance-constrained optimization for pension fund portfolios in the presence of default risk
• A dynamic programming approach to constrained portfolios
• Mean-variance portfolio and contribution selection in stochastic pension funding
• Optimal Portfolios with Bounded Capital at Risk
• Comparison of Alternative Utility Functions in Portfolio Selection Problems
• The Innovest Austrian Pension Fund Financial Planning Model InnoALM
• Broadcast Scheduling for Mobile Advertising
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Valuing Changes in Investment Opportunities
• Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
• IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH

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