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3 research outputs found
Optimal annuity portfolio under inflation risk
Author
A Cairns
A Shapiro
+38 more
Agnieszka Karolina Konicz
AK Konicz
Alex Weissensteiner
AMB Pedersen
B Lee
CR Nelson
D Blake
David Pisinger
DR Carino
E Fama
FX Diebold
GC Pflug
H Lütkepohl
JHE Christensen
JK Dellinger
JM Mulvey
JY Campbell
JY Campbell
K Frauendorfer
K Høyland
K Høyland
M Brennan
M Giacinto Di
M Joyce
M Kwak
MA Milevsky
MAH Dempster
ME Yaari
N Han
NC Barberis
R Ferstl
R Gerrard
R Geske
R Hochreiter
R Kouwenberg
RSJ Koijen
S Fischer
T Pennanen
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2015
Field of study
Get PDF
Crossref
Online Research Database In Technology
A combined stochastic programming and optimal control approach to personal finance and pensions
Author
A Geyer
A Geyer
+45 more
A Geyer
Agnieszka Karolina Konicz
AJG Cairns
AK Konicz
C Munk
D Barro
D Blake
D Xu
David Pisinger
DR Carino
G Consigli
H Heitsch
H Heitsch
H Kraft
HL Byung
J Cai
JM Mulvey
JM Mulvey
K Bruhn
K Bruhn
K Høyland
K Høyland
Kourosh Marjani Rasmussen
L He
M Kaut
MAH Dempster
Mogens Steffensen
N Gülpınar
P Klaasen
R Ferstl
R Ferstl
R Gerrard
R Gerrard
R Gerrard
R Grinold
R Kouwenberg
RC Grinold
RC Merton
RC Merton
S Kontogiorgis
SF Richard
WJ Horneff
X Ji
Young Milevsky
Z Chen
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2015
Field of study
Get PDF
Crossref
Copenhagen University Research Information System
Online Research Database In Technology
Optimal annuity portfolio under inflation risk
Author
A Cairns
A Shapiro
+38 more
Agnieszka Karolina Konicz
AK Konicz
Alex Weissensteiner
AMB Pedersen
B Lee
CR Nelson
D Blake
David Pisinger
DR Carino
E Fama
FX Diebold
GC Pflug
H Lütkepohl
JHE Christensen
JK Dellinger
JM Mulvey
JY Campbell
JY Campbell
K Frauendorfer
K Høyland
K Høyland
M Brennan
M Giacinto Di
M Joyce
M Kwak
MA Milevsky
MAH Dempster
ME Yaari
N Han
NC Barberis
R Ferstl
R Gerrard
R Geske
R Hochreiter
R Kouwenberg
RSJ Koijen
S Fischer
T Pennanen
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref