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person:"Mitchell, Olivia S."
~person:"Young, Virginia R."
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Search: subject_exact:"Portfolio planning"
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Portfolio selection
43
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43
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Mitchell, Olivia S.
Young, Virginia R.
Fabozzi, Frank J.
118
Satchell, Stephen
49
Wong, Wing Keung
47
Maurer, Raimond
36
Korn, Ralf
35
Zagst, Rudi
35
Hammoudeh, Shawkat
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33
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Guidolin, Massimo
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Li, Duan
30
Platen, Eckhard
30
Kang, Sang Hoon
29
Auer, Benjamin R.
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Kraft, Holger
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Lo, Andrew W.
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Levy, Haim
27
Tiwari, Aviral Kumar
27
Gollier, Christian
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Zhou, Guofu
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Scherer, Bernd
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24
Jarrow, Robert A.
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Faff, Robert W.
23
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23
Nguyen, Duc Khuong
23
Post, Thierry
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Ang, Andrew
22
Kim, Woo Chang
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McAleer, Michael
22
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Reshaping retirement security : lessons from the global financial crisis
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ECONIS (ZBW)
43
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1
Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya
;
Maurer, Raimond
;
Mitchell, Olivia S.
- In:
The journal of risk & insurance
90
(
2023
)
4
,
pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
Saved in:
2
Target-date funds and portfolio choice in 401(k) plans
Mitchell, Olivia S.
;
Utkus, Stephen P.
- In:
Journal of pension economics and finance : JPEF
21
(
2022
)
4
,
pp. 519-536
Persistent link: https://www.econbiz.de/10013426516
Saved in:
3
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
4
A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
Saved in:
5
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
6
Trust and retirement preparedness : evidence from Singapore
Koh, Benedict S. K.
;
Mitchell, Olivia S.
;
Fong, Joelle H.
- In:
Journal of the economics of ageing
18
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012597735
Saved in:
7
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
8
Financial literacy and financial decision-making at older ages
Fong, Joelle H.
;
Koh, Benedict S. K.
;
Mitchell, Olivia S.
; …
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013209632
Saved in:
9
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
10
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen
;
Young, Virginia R.
- In:
Annals of finance
16
(
2020
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
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