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Heterogeneity in optimal investment and drawdown strategies in retirement

Butt, Adam; Khemka, Gaurav; Warren, Geoff - In: Pacific-Basin finance journal 74 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013389436

Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme

Nkeki, Charles I.; Nwozo, Chukwuma R. - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10009769892

Optimal annuity portfolio under inflation risk

Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488

Persistent link: https://www.econbiz.de/10011285966

Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints

Duarte, Thiago B.; Valladão, Davi M.; Veiga, Alvaro - In: Insurance / Mathematics & economics 77 (2017), pp. 177-188

Persistent link: https://www.econbiz.de/10011783945

Pension funds with longevity risk : an optimal portfolio insurance approach

Di Giacinto, Marina; Mancinelli, Daniele; Marino, Mario; … - 2024

Persistent link: https://www.econbiz.de/10015357881

Saving for Retirement : Optimal Decisions vs. Simple Heuristics

Martinez, Jose Vicente - 2013

Pension plan participants' characteristic lack of financial sophistication and widespread failure to monitor investments frequently prompts expressions of concern about the potentially large welfare losses such individuals could suffer. I explore this issue by studying the performance of an...

Persistent link: https://www.econbiz.de/10013073483