Sensitivity analysis for a dynamic stochastic accumulation model for optimal pension savings management
Tibor Jakubík; Igor Melicherčík; Daniel Ševčovič
| Year of publication: |
2009
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|---|---|
| Authors: | Jakubík, Tibor ; Melicherčík, Igor ; Ševčovič, Daniel |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 57.2009, 8, p. 756-771
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| Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Slowakei | Slovakia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003937224