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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