Whether you are a pension plan sponsor rethinking investment objectives or conducting an
asset allocation study, an investor interested in evaluating asset-liability value-at-risk, or an …

This paper analyzes optimal investment policies for pension funds of a defined benefit (DB)
type. The nature of a DB fund induces a natural modeling of preferences being of the mean …

Publisher Summary This chapter develops an approach to the simultaneous analysis of two
critical and interrelated decisions which must be made by any fund's trustees: the fund's …

Over the past decade, we have witnessed a growing literature on financial planning models.
Such models can assist financial institutions like pension funds, insurance companies and …

We present a solution based on a suitable combination of heuristics and parallel processing
techniques for finding the best allocation of the financial assets of a pension fund, taking into …

Russian Abstract: Рассмотрены основные понятия формирования инвестиционного
портфеля, в целом, и инвестиционного портфеля пенсионных фондов, в частности …

Рассмотрены основные понятия формирования инвестиционного портфеля, в целом, и
инвестиционного портфеля пенсионных фондов, в частности, проанализированы …