Financial planning for Young households
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Publication:2393342
DOI10.1007/S10479-012-1205-3zbMATH Open1269.91078OpenAlexW2076041374MaRDI QIDQ2393342FDOQ2393342
Authors: Anne Marie B. Pedersen, Alex Weissensteiner, Rolf Poulsen 
Publication date: 7 August 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1205-3
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Cites Work
- Forecasting the term structure of government bond yields
- Generating scenario trees for multistage decision problems
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- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Comment on “Generating Scenario Trees for Multistage Decision Problems”
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization
- Title not available (Why is that?)
- A heuristic for moment-matching scenario generation
- An ALM model for pension funds using integrated chance constraints
- Life-cycle asset allocation and consumption using stochastic linear programming
- Stability analysis of portfolio management with conditional value-at-risk
- Asset and liability modelling for participating policies with guarantees
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- A two-factor, stochastic programming model of Danish mortgage-backed securities
- Optimal housing, consumption, and investment decisions over the life cycle
- Scenario optimization asset and liability modelling for individual investors
Cited In (9)
- Financial planning with fractional goals
- Optimal annuity portfolio under inflation risk
- Personalized goal-based investing via multi-stage stochastic goal programming
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
- Optimal investment for a retirement plan with deferred annuities
- Banking behaviour after the lifecycle event of ``moving in together: an exploratory study of the role of marketing investments
- Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark
- Real estate price estimation in French cities using geocoding and machine learning
- Sparse factor model based on trend filtering
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