Lifetime investment and consumption using a defined-contribution pension scheme (Q310917): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jedc.2012.01.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124529337 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of guaranteed annuity conversion options. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pensionmetrics 2: Stochastic pension plan design during the distribution phase. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and Portfolio Decisions when Expected Returns are Time Varying / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solutions to an optimal portfolio choice problem with stochastic income / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of numerical methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Hedging and Valuation of Nontraded Assets / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:42, 12 July 2024

scientific article
Language Label Description Also known as
English
Lifetime investment and consumption using a defined-contribution pension scheme
scientific article

    Statements

    Lifetime investment and consumption using a defined-contribution pension scheme (English)
    0 references
    0 references
    28 September 2016
    0 references
    defined-contribution pension
    0 references
    lifecycle model
    0 references
    stochastic income
    0 references
    replacement ratio
    0 references

    Identifiers