Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122165909> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W3122165909 endingPage "258" @default.
- W3122165909 startingPage "239" @default.
- W3122165909 abstract "Due to the increasing risk of inflation and diminishing pension benefits, insurance companies have started selling inflation-linked products. Selling such products the insurance company takes over some or all of the inflation risk from their customers. On the other side financial derivatives which are linked to inflation such as inflation linked bonds are traded on financial markets and appear to be of increasing popularity. The insurance company can use these products to hedge its own inflation risk. In this article we study how to optimally manage a pension fund taking positions in a money market account, a stock and an inflation linked bond, while financing investments through a continuous stochastic income stream such as the plan member’s contributions. We use the martingale method in order to compute an analytic expression for the optimal strategy and express it in terms of observable market variables." @default.
- W3122165909 created "2021-02-01" @default.
- W3122165909 creator A5011379217 @default.
- W3122165909 creator A5041238635 @default.
- W3122165909 creator A5091105343 @default.
- W3122165909 date "2007-08-10" @default.
- W3122165909 modified "2023-09-27" @default.
- W3122165909 title "Optimal management and inflation protection for defined contribution pension plans" @default.
- W3122165909 cites W1578797051 @default.
- W3122165909 cites W1995589708 @default.
- W3122165909 cites W2022958749 @default.
- W3122165909 cites W2077791698 @default.
- W3122165909 cites W2100058504 @default.
- W3122165909 cites W2113155572 @default.
- W3122165909 cites W4254118814 @default.
- W3122165909 doi "https://doi.org/10.1007/s11857-007-0019-x" @default.
- W3122165909 hasPublicationYear "2007" @default.
- W3122165909 type Work @default.
- W3122165909 sameAs 3122165909 @default.
- W3122165909 citedByCount "35" @default.
- W3122165909 countsByYear W31221659092012 @default.
- W3122165909 countsByYear W31221659092013 @default.
- W3122165909 countsByYear W31221659092014 @default.
- W3122165909 countsByYear W31221659092015 @default.
- W3122165909 countsByYear W31221659092016 @default.
- W3122165909 countsByYear W31221659092017 @default.
- W3122165909 countsByYear W31221659092018 @default.
- W3122165909 countsByYear W31221659092019 @default.
- W3122165909 countsByYear W31221659092020 @default.
- W3122165909 countsByYear W31221659092021 @default.
- W3122165909 countsByYear W31221659092022 @default.
- W3122165909 countsByYear W31221659092023 @default.
- W3122165909 crossrefType "journal-article" @default.
- W3122165909 hasAuthorship W3122165909A5011379217 @default.
- W3122165909 hasAuthorship W3122165909A5041238635 @default.
- W3122165909 hasAuthorship W3122165909A5091105343 @default.
- W3122165909 hasBestOaLocation W31221659092 @default.
- W3122165909 hasConcept C10138342 @default.
- W3122165909 hasConcept C106159729 @default.
- W3122165909 hasConcept C121332964 @default.
- W3122165909 hasConcept C144133560 @default.
- W3122165909 hasConcept C162324750 @default.
- W3122165909 hasConcept C18903297 @default.
- W3122165909 hasConcept C200941418 @default.
- W3122165909 hasConcept C2780821815 @default.
- W3122165909 hasConcept C2780899237 @default.
- W3122165909 hasConcept C33332235 @default.
- W3122165909 hasConcept C556758197 @default.
- W3122165909 hasConcept C69738904 @default.
- W3122165909 hasConcept C70771513 @default.
- W3122165909 hasConcept C86803240 @default.
- W3122165909 hasConceptScore W3122165909C10138342 @default.
- W3122165909 hasConceptScore W3122165909C106159729 @default.
- W3122165909 hasConceptScore W3122165909C121332964 @default.
- W3122165909 hasConceptScore W3122165909C144133560 @default.
- W3122165909 hasConceptScore W3122165909C162324750 @default.
- W3122165909 hasConceptScore W3122165909C18903297 @default.
- W3122165909 hasConceptScore W3122165909C200941418 @default.
- W3122165909 hasConceptScore W3122165909C2780821815 @default.
- W3122165909 hasConceptScore W3122165909C2780899237 @default.
- W3122165909 hasConceptScore W3122165909C33332235 @default.
- W3122165909 hasConceptScore W3122165909C556758197 @default.
- W3122165909 hasConceptScore W3122165909C69738904 @default.
- W3122165909 hasConceptScore W3122165909C70771513 @default.
- W3122165909 hasConceptScore W3122165909C86803240 @default.
- W3122165909 hasIssue "2" @default.
- W3122165909 hasLocation W31221659091 @default.
- W3122165909 hasLocation W31221659092 @default.
- W3122165909 hasOpenAccess W3122165909 @default.
- W3122165909 hasPrimaryLocation W31221659091 @default.
- W3122165909 hasRelatedWork W1496934704 @default.
- W3122165909 hasRelatedWork W164122894 @default.
- W3122165909 hasRelatedWork W2020620700 @default.
- W3122165909 hasRelatedWork W2050502341 @default.
- W3122165909 hasRelatedWork W2513376399 @default.
- W3122165909 hasRelatedWork W2968713417 @default.
- W3122165909 hasRelatedWork W3083847425 @default.
- W3122165909 hasRelatedWork W3085077565 @default.
- W3122165909 hasRelatedWork W3125263572 @default.
- W3122165909 hasRelatedWork W2258323419 @default.
- W3122165909 hasVolume "28" @default.
- W3122165909 isParatext "false" @default.
- W3122165909 isRetracted "false" @default.
- W3122165909 magId "3122165909" @default.
- W3122165909 workType "article" @default.