SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal savings management for individuals with defined contribution pension plans
16 references·0 citing·32 second hop
Optimal savings management for individuals with defined contribution pension plans (2014)Optimal savings management for individual…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Scenario tree modeling for multistage stochastic programs (2007)Scenario tree modeling for mu…Determining Withdrawal Rates Using Historical Data (2007)Determining Withdrawal Rates …Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors. (2003)Strategic Asset Allocation: P…A Heuristic for Moment-Matching Scenario Generation (2003)A Heuristic for Moment-Matchi…Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Exceptional Paper—Probability Encoding in Decision Analysis (1975)Evaluation of scenario-generation methods for stochastic programming (2003)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)A framework for sensitivity analysis of decision trees (2017)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)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)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Robust optimization – A comprehensive survey (2007)Distributionally Robust Optimization and Its Tractable Approximations (2010)Quantitative models for managing supply chain risks: A review (2015)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 2010Stochastic Programming2,228 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 2003A Heuristic for Moment-Matching Scenario Generation404 cited
  • 1998Worldwide asset and liability modeling370 cited
  • 2003Strategic Asset Allocation: Portfolio Choice for Long‐Term Investors.317 cited
  • 2007Scenario tree modeling for multistage stochastic programs303 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2007Determining Withdrawal Rates Using Historical Data302 cited
  • Cited by

    No citing works inside the corpus for this window.