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European journal of operational research : EJOR
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1
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:
2
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:
3
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:
4
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
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5
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
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6
Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
Saved in:
7
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 211-221
Persistent link: https://www.econbiz.de/10003975468
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8
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
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
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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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