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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases

Battocchio, Paolo (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001795066

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Battocchio, Paolo; Menoncin, Francesco; Scaillet, Olivier - 2003

Persistent link: https://www.econbiz.de/10001741680

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Battocchio, Paolo (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001743681

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet

Battocchio, Paolo (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001906837

Mortality risk and real optimal asset allocation for pension funds

Menoncin, Francesco (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001865031

Mortality risk and real optimal asset allocation for pension funds

Menoncin, Francesco; Scaillet, Olivier - 2003

Persistent link: https://www.econbiz.de/10001974801

Longevity-linked assets and pre-retirement consumption/portfolio decisions

Menoncin, Francesco; Regis, Luca - In: Insurance / Mathematics & economics 76 (2017), pp. 75-86

Persistent link: https://www.econbiz.de/10011774776

Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme

Menoncin, Francesco; Vergalli, Sergio - 2019

In this work we solve in a closed form the problem of an agent who wants to optimise the inter-temporal utility of both his consumption and leisure by choosing: (i) the optimal inter-temporal consumption, (ii) the optimal inter-temporal labour supply, (iii) the optimal share of wealth to invest...

Persistent link: https://www.econbiz.de/10012006564

Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme

Menoncin, Francesco; Vergalli, Sergio - In: Journal of economics 132 (2021) 1, pp. 67-98

Persistent link: https://www.econbiz.de/10012419411

Optimal life-cycle labour supply, consumption, and investment : the role of longevity-linked assets

Menoncin, Francesco; Regis, Luca - In: Journal of banking & finance 120 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012521341