Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
I. Baltas, L. Dopierala, K. Kolodziejczyk, M. Szczepański, G.-W. Weber, A.N. Yannacopoulos
| Year of publication: |
2022
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|---|---|
| Authors: | Baltas, I. ; Dopierała, Łukasz ; Kołodziejczyk, Krzysztof ; Szczepański, Marek S. ; Weber, G. -W. ; Yannacopoulos, Athanasios N. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 3 (1.5.), p. 1162-1174
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| Subject: | Dynamic programming | Gompertz law of mortality | Inflation risk | Pension funds management | Robust control | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Inflation | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Dynamische Optimierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.08.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206931