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~isPartOf:"European journal of operational research : EJOR"
~subject:"Niederlande"
~subject:"Portfolio-Management"
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Niederlande
Portfolio-Management
Pension fund
14
Pensionskasse
14
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Stochastic process
7
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Josa-Fombellida, Ricardo
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Rincón-Zapatero, Juan Pablo
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European journal of operational research : EJOR
Insurance / Mathematics & economics
44
Journal of pension economics and finance
30
DNB working paper
24
Discussion paper / The Pensions Institute, Cass Business School, City University
21
Netspar Discussion Paper
20
De Nederlandsche Bank Working Paper
19
NBER working paper series
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Pensions : an international journal
16
Journal of banking & finance
15
Journal of pension economics and finance : JPEF
15
Netspar industry series
15
DNB working papers
14
Risks : open access journal
14
Economisch statistische berichten : ESB
13
Pension fund risk management : financial and actuarial modeling
13
The journal of asset management
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics
12
Netspar academic series
12
NBER Working Paper
10
Australian journal of management
9
Costs and benefits of collective pension systems : with 28 tables
9
Discussion paper / Centre for Economic Policy Research
9
OECD working papers on insurance and private pensions
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
Financial services review : the journal of individual financial management
8
Pacific-Basin finance journal
8
CESifo working papers
7
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
7
Discussion paper / Tinbergen Institute
7
Policy research working paper : WPS
7
Investment management and financial innovations
6
Journal of property investment & finance
6
Journal of risk
6
The journal of portfolio management : JPM
6
The journal of retirement : JOR
6
The journal of risk and insurance : the journal of the American Risk and Insurance Association
6
De economist : quarterly review of the Royal Netherlands Economic Association
5
Discussion paper / LSE Financial Markets Group
5
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ECONIS (ZBW)
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1
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
2
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Baltas, I.
;
Dopierała, Łukasz
;
Kołodziejczyk, Krzysztof
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1162-1174
Persistent link: https://www.econbiz.de/10013206931
Saved in:
3
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan
Dong, Yinghui
;
Zheng, Harry
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 341-356
Persistent link: https://www.econbiz.de/10012153681
Saved in:
5
Equilibrium strategies in a defined benefit pension plan game
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 374-386
Persistent link: https://www.econbiz.de/10011993327
Saved in:
6
Chance-constrained optimization for pension fund portfolios in the presence of default risk
Sun, Yufei
;
Aw, Grace
;
Loxton, Ryan
;
Teo, Kok Lay
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 205-214
Persistent link: https://www.econbiz.de/10011611251
Saved in:
7
Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito
;
Pagnoncelli, Bernardo K.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
Saved in:
8
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
Saved in:
9
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
10
Impulse control of pension fund contributions, in a regime switching economy
Hainaut, Donatien
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 810-819
Persistent link: https://www.econbiz.de/10010411480
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