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Modernizing the Defined-Benefit Pension System
6 references·2 citing·29 second hop
Modernizing the Defined-Benefit Pension System (2005)Modernizing the Defined-Benefit Pension S…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)The Stochastic Programming Ap…Advantages of Multiperiod Portfolio Models (2003)Advantages of Multiperiod Por…Rethinking Pension Liabilities and Asset Allocation (2002)Rethinking Pension Liabilitie…An Asset and Liability Management System for Towers Perrin-Tillinghast (2000)An Asset and Liability Manage…Worldwide asset and liability modeling (1998)Worldwide asset and liability…The Capital Asset Pricing Model (2021)The Capital Asset Pricing Mod…Rear-view-mirror driving in defined contribution systems: the strange formula of the Chilean pension funds (2008)Rear-view-mirror driving in d…The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)Generating Scenarios for the Towers Perrin Investment System (1996)LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (2005)OR PRACTICE—Assisting Defined-Benefit Pension Plans (2008)Stochastic programming models for asset liability management (2008)Moral Hazard in Teams (1982)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)The Provision of Incentives in Firms (1999)Simulated Moments Estimation of Markov Models of Asset Prices (1990)Simulated Moments Estimation of Markov Models of Asset Prices (1993)Don’t Kill the Golden Goose! Saving Pension Plans (2007)Portfolio allocation and the investment horizon: a multiscaling approach (2009)PORTFOLIO SELECTION* (1952)The Pricing of Options and Corporate Liabilities (1973)Coherent Measures of Risk (1999)The Symmetric Downside-Risk Sharpe Ratio (2005)Handbook of Financial Engineering (2008)Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Credit risk optimization with Conditional Value-at-Risk criterion (2001)DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (2005)Multi-objective stochastic programming for portfolio selection (2005)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Liability-Relative Investing II (2004)TIPS, the Dual Duration, and the Pension Plan (2004)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1998Worldwide asset and liability modeling370 cited
  • 2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management155 cited
  • 2000An Asset and Liability Management System for Towers Perrin-Tillinghast94 cited
  • 2003Advantages of Multiperiod Portfolio Models50 cited
  • 2002Rethinking Pension Liabilities and Asset Allocation35 cited

Cited by

  • 2021The Capital Asset Pricing Model21 cited
  • 2008Rear-view-mirror driving in defined contribution systems: the strange formula of the Chilean pension funds20 cited

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