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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic approaches to pension funding
@@ Property / cites work: Dynamic approaches to pension funding / rank @@
+Normal rank
@@ Property / cites work @@
+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
+Normal rank
@@ Property / cites work @@
+A stochastic-dynamic approach to pension funding
@@ Property / cites work: A stochastic-dynamic approach to pension funding / rank @@
+Normal rank
@@ Property / cites work @@
+A two-parameter family of pension contribution functions and stochastic optimization
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(98)00048-1
+Normal rank
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+W2004541296
@@ Property / OpenAlex ID: W2004541296 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1282144