A hybrid simulation/optimisation scenario model for asset/liability management
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References listed on IDEAS
- Shlomo Benartzi & Richard H. Thaler, 1995.
"Myopic Loss Aversion and the Equity Premium Puzzle,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 110(1), pages 73-92.
- Shlomo Benartzi & Richard H. Thaler, 1993. "Myopic Loss Aversion and the Equity Premium Puzzle," NBER Working Papers 4369, National Bureau of Economic Research, Inc.
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Bunn, Derek W. & Salo, Ahti A., 1993. "Forecasting with scenarios," European Journal of Operational Research, Elsevier, vol. 68(3), pages 291-303, August.
- Huss, William R., 1988. "A move toward scenario analysis," International Journal of Forecasting, Elsevier, vol. 4(3), pages 377-388.
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- Siegmann, Arjen, 2011.
"Minimum funding ratios for defined-benefit pension funds,"
Journal of Pension Economics and Finance,
Cambridge University Press, vol. 10(03), pages 417-434, July.
- Arjen Siegmann, 2008. "Minimum Funding Ratios for Defined-Benefit Pension Funds," DNB Working Papers 180, Netherlands Central Bank, Research Department.
- Dormidontova, Yulia & Nazarov, Vladimir & A. Tikhonova, 2014. "Analysis of Approaches of Participants of Pension Products Market to the Development of Optimal Investment Strategies of Pension Savings," Published Papers r90227, Russian Presidential Academy of National Economy and Public Administration.
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