D. Dufresne. Pension funding and random rates of return, volume 171 of NATO Adv. Sci. Inst. Ser. C: Math Phys. Sci. Reidel Dordecht, 1986. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Dynamic Asset Allocation under Uncertainty for Pension Fund .. - Pflug, Swietanowski (1999) (2 citations) (Correct)
.... nancial modeling, stochastic dynamic optimization. 1 Introduction The growing importance of pension funds has boosted the need for methodologically sound principles for asset al..location. Whereas the economical side of pension fund management has been addressed by some authors (see, e.g. [Hab94, ZH93, Hab93, Duf86]) the pertaining decision problem, as a problem of optimization under uncertainty has not yet been discussed thoroughly in literature. The characteristics of decision making for pension fund asset al..location are: the planning horizon is long (10 30 years) This research is part of the ....
D. Dufresne. Pension funding and random rates of return, volume 171 of NATO Adv. Sci. Inst. Ser. C: Math Phys. Sci. Reidel Dordecht, 1986.
Dynamic Asset Allocation under Uncertainty for Pension Fund .. - Pflug, Swietanowski (1998) (2 citations) (Correct)
.... nal goal is to design an eOEcient parallel implementation. 1 Introduction The growing importance of pension funds has boosted the need for methodologically sound principles for asset al..location. Whereas the economical side of pension fund management has been addressed by some authors (see, e.g. [Hab94, ZH93, Hab93, Duf86]) the pertaining decision problem, as a problem of optimization under uncertainty has not yet been discussed thoroughly in literature. The characteristics of decision making for pension fund asset al..location are: This research is part of the Special Research Program SFB F011 Aurora supported ....
D. Dufresne. Pension funding and random rates of return, volume 171 of NATO Adv. Sci. Inst. Ser. C: Math Phys. Sci. Reidel Dordecht, 1986.
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