Utilitarian versus neutralitarian design of endowment fund policies (Q5042788): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Resource conservation across generations in a Ramsey-Chichilnisky model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-consistency of optimal investment under smooth ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period risk sharing under financial fairness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Myopic Loss Aversion and the Equity Premium Puzzle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rationalizing investors' choices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Turnpike property and convergence rate for an investment model with general utility functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On time-inconsistent stochastic control in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of Markovian time-inconsistent stochastic control in discrete time / 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: Pricing and hedging of variable annuities with state-dependent fees / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: The golden rule when preferences are time inconsistent / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment and consumption without commitment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An elementary approach to the Merton problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection / rank
 
Normal rank
Property / cites work
 
Property / cites work: How suboptimal are linear sharing rules? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial fairness and conditional indexation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Annuity Risk Management* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-Annuitization and Ruin in Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cooperative investment in incomplete markets under financial fairness / rank
 
Normal rank
Property / cites work
 
Property / cites work: A benchmark approach to quantitative finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4405392 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and investment under time-varying relative risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple solutions under quasi-exponential discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION / rank
 
Normal rank

Latest revision as of 14:51, 30 July 2024

scientific article; zbMATH DE number 7607468
Language Label Description Also known as
English
Utilitarian versus neutralitarian design of endowment fund policies
scientific article; zbMATH DE number 7607468

    Statements

    Utilitarian versus neutralitarian design of endowment fund policies (English)
    0 references
    26 October 2022
    0 references
    endowment funds
    0 references
    saturation
    0 references
    fair division
    0 references
    variable perpetuity
    0 references
    assumed interest rate
    0 references
    0 references
    0 references

    Identifiers