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~isPartOf:"Analyses in the economics of aging : [a National Bureau of Economic Research conference report]"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Betriebliche Altersversorgung"
~subject:"Portfolio-Management"
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Betriebliche Altersversorgung
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Erwartungsnutzen
23
Expected utility
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15
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8
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6
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Poterba, James M.
2
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1
Kang, Zhilin
1
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1
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1
Menkens, Olaf
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1
Sass, Jörn
1
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1
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Analyses in the economics of aging : [a National Bureau of Economic Research conference report]
Mathematical methods of operations research
The economic journal : the journal of the Royal Economic Society
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
6
Theory and decision : an international journal for multidisciplinary advances in decision science
6
Finance research letters
5
Journal of economic dynamics & control
5
Journal of economic theory
5
Research paper series / Swiss Finance Institute
5
Working paper / National Bureau of Economic Research, Inc.
5
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Journal of mathematical economics
4
Mathematics and financial economics
4
NBER working paper series
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SpringerLink / Bücher
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Swiss Finance Institute Research Paper
4
Applied mathematical finance
3
Asia-Pacific financial markets
3
CoFE discussion papers
3
Decisions in economics and finance : a journal of applied mathematics
3
Discussion paper / Centre for Economic Policy Research
3
Europäische Hochschulschriften / 5
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution
Kang, Zhilin
;
Li, Zhongfei
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10011873984
Saved in:
2
Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
Saved in:
3
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
4
Utility evaluation of risk in retirement saving accounts
Poterba, James M.
;
Rauh, Joshua
;
Venti, Steven F.
; …
- In:
Analyses in the economics of aging : [a National Bureau …
,
(pp. 13-52)
.
2005
Persistent link: https://www.econbiz.de/10003078595
Saved in:
5
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
6
Portfolio risk and self-directed retirement saving programmes
Poterba, James M.
- In:
The economic journal : the journal of the Royal …
114
(
2004
)
494
,
pp. C26-51
Persistent link: https://www.econbiz.de/10001979879
Saved in:
7
Mean-variance preferences and investor behaviour
Ormiston, Michael B.
;
Schlee, Edward E.
- In:
The economic journal : the journal of the Royal …
111
(
2001
),
pp. 849-861
Persistent link: https://www.econbiz.de/10001615689
Saved in:
8
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
Saved in:
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