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Optimal retirement strategy with a negative wealth constraint

Park, Seyoung; Jang, Bong-gyu - In: Operations research letters 42 (2014) 3, pp. 208-212

Persistent link: https://www.econbiz.de/10010383190

Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework

He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649

Persistent link: https://www.econbiz.de/10010227913

Annuitization and asset allocation under exponential utility

Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 79 (2018), pp. 167-183

Persistent link: https://www.econbiz.de/10011825434

Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR

Forsyth, Peter - In: Insurance / Mathematics & economics 93 (2020), pp. 230-245

Persistent link: https://www.econbiz.de/10012294127

Dynamic asset allocation for varied financial markets under regime switching framework

Bae, Geum Il; Kim, Woo Chang; Mulvey, John M. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 450-458

Persistent link: https://www.econbiz.de/10010356729

Optimal portfolio construction and active portfolio management including alternative investments

Keel, Simon Theodor (contributor) - 2006

Persistent link: https://www.econbiz.de/10003512326

Multistage stochastic optimization for private equity investments

Reus, Lorenzo; Mulvey, John M. - In: The journal of asset management 16 (2015) 5, pp. 342-362

Persistent link: https://www.econbiz.de/10011416619

Consumption-investment problems with transaction costs : survey and open problems

Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68

Persistent link: https://www.econbiz.de/10001488326

The optimal time to exchange one asset for another on finite interval

Mišura, Julija S.; Shevchenko, Georgiy - In: Optimality and risk - modern trends in mathematical …, (pp. 197-210). 2009

Persistent link: https://www.econbiz.de/10003948856

Corruption and the efficiency of capital investment in developing countries

O'Toole, Conor M.; Tarp, Finn - 2012

This paper considers the effect of corruption on the effciency of capital investment. Using firm-level level data from the World Bank enterprise surveys, covering 90 developing and transition economies, we consider whether the cost of informal bribe payments distorts the efficient allocation of...

Persistent link: https://www.econbiz.de/10010319956