The innovest Austrian pension fund financial planning model InnoALM

Operations Research

Volumn 56, Issue 4, 2008, Pages 797-810

  Geyer, Alois ^a   Ziemba, William T ^b,c,d  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSITY OF OXFORD   (United Kingdom)

^d UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

LAWS AND LEGISLATION; LINEARIZATION; MARKETING; PIECEWISE LINEAR TECHNIQUES; PLANNING; RANDOM PROCESSES; RISK PERCEPTION; STOCHASTIC PROGRAMMING; TARGETS; USER INTERFACES;

ASSET CLASS; AUSTRIA; EXPECTED PRESENT VALUES; FINANCIAL PLANNING; KEY MODELS; MARKET CONDITIONS; MODEL PARAMETERS; MULTIPLE CORRELATIONS; ON-LINE DECISIONS; PENALTY COSTS; PENSION FUNDS; PIECEWISE-LINEAR; POLICY CHANGES; PREFERENCE FUNCTIONS; SIEMENS; SOLUTION PROCESS; STATE DEPENDENTS; STOCHASTIC BENCHMARKS; STOCHASTIC LINEAR PROGRAMMING; TERMINAL WEALTHS; TIME PERIODS;

STOCHASTIC MODELS;

EID: 58149520998     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1080.0564     Document Type: Article

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