Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Johannes M. Schumacher"'
Autor:
Johannes M. Schumacher
Publikováno v:
Scandinavian Actuarial Journal, 2022(8), 718-748. Taylor and Francis Ltd.
This paper addresses investment and spending policies of endowment funds aiming to generate a stable income stream in perpetuity. The standard academic approach to the design of such policies is based on optimization of utility aggregated over time.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6c9e4006c2614dac496ea07be2585904
https://doi.org/10.1080/03461238.2022.2025892
https://doi.org/10.1080/03461238.2022.2025892
Publikováno v:
Dynamic Games and Applications. 12:784-812
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c3f2fdba8e177fc99620e6b7354e142
https://doi.org/10.1007/s13235-021-00415-x
https://doi.org/10.1007/s13235-021-00415-x
Autor:
Schumacher, Johannes M.1 (AUTHOR) j.m.schumacher@uva.nl
Publikováno v:
Scandinavian Actuarial Journal. Oct2022, Vol. 2022 Issue 8, p718-748. 31p.
Autor:
Schumacher, Johannes M.
Publikováno v:
Astin Bulletin; Sep2018, Vol. 48 Issue 3, p995-1024, 30p
Autor:
Schumacher, Johannes M.1 (AUTHOR) j.m.schumacher@uva.nl
Publikováno v:
Scandinavian Actuarial Journal. Jun2020, Vol. 2020 Issue 5, p454-476. 23p.
Publikováno v:
Dynamic Games & Applications; Sep2022, Vol. 12 Issue 3, p784-812, 29p
Autor:
Kleinow, Torsten1 (AUTHOR), Schumacher, Johannes M.2 (AUTHOR) j.m.schumacher@uvt.nl
Publikováno v:
Scandinavian Actuarial Journal. Oct2017, Vol. 2017 Issue 8, p651-669. 19p.
Autor:
Schumacher, Johannes M.
Publikováno v:
Journal of Pension Economics & Finance; Apr2021, Vol. 20 Issue 2, p187-211, 25p
Publikováno v:
SIAM Journal on Control & Optimization; 2020, Vol. 58 Issue 6, p3262-3292, 31p
Publikováno v:
Journal of Risk & Financial Management; Jul2020, Vol. 13 Issue 7, p1-12, 12p, 2 Charts, 1 Graph