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approximate solutions 1 approximating methods 1 asset mix 1 dependent payments 1 distribution function 1 financial models 1 investor preferences 1 random payments 1 retirement 1 risk measurement 1 risk measures 1 savings 1 simulation times 1 sustainability 1 sustainable development 1 sustainable economy 1 terminal wealth 1 uncertainty 1 utility defined preferences 1 value at risk 1 wealth problems 1
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Ahcan, Ales 1 Darkiewicz-Moniuszko, Grzegorz 1 Hoedemakers, Tom 1
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International Journal of Sustainable Economy 1
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Terminal wealth problem under uncertainty: how to choose the right asset mix in case of dependent random payments
Ahcan, Ales; Darkiewicz-Moniuszko, Grzegorz; … - In: International Journal of Sustainable Economy 3 (2011) 3, pp. 294-311
case of utility defined preferences. …
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