Financial planning for Young households
From MaRDI portal
Publication:2393342
DOI10.1007/s10479-012-1205-3zbMath1269.91078OpenAlexW2076041374MaRDI QIDQ2393342
Alex Weissensteiner, Rolf Poulsen, Anne Marie B. Pedersen
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
asset-liability managementpensionscenario treemortgagemulti-stage stochastic programmingvector auto-regression
Related Items (7)
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry ⋮ Real estate price estimation in French cities using geocoding and machine learning ⋮ Optimal investment for a retirement plan with deferred annuities ⋮ Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark ⋮ Sparse factor model based on trend filtering ⋮ Personalized goal-based investing via multi-stage stochastic goal programming ⋮ Optimal annuity portfolio under inflation risk
Cites Work
- Unnamed Item
- Unnamed Item
- Forecasting the term structure of government bond yields
- Generating Scenario Trees for Multistage Decision Problems
- A two-factor, stochastic programming model of Danish mortgage-backed securities
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization
- Mortgage loan portfolio optimization using multi-stage stochastic programming
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- A heuristic for moment-matching scenario generation
- An ALM model for pension funds using integrated chance constraints
- Asset and liability modelling for participating policies with guarantees
- Scenario optimization asset and liability modelling for individual investors
- Comment on “Generating Scenario Trees for Multistage Decision Problems”
- Life-cycle asset allocation and consumption using stochastic linear programming
- Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
- Stability analysis of portfolio management with conditional value-at-risk
This page was built for publication: Financial planning for Young households
