Pension schemes as options on pension fund assets: implications for pension fund management (Q1282144): Difference between revisions

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+MaRDI publication profile
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+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Dynamic approaches to pension funding
@@ Property / cites work: Dynamic approaches to pension funding / rank @@
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+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
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+A stochastic-dynamic approach to pension funding
@@ Property / cites work: A stochastic-dynamic approach to pension funding / rank @@
+Normal rank
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+A two-parameter family of pension contribution functions and stochastic optimization
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