273 search results - page 2 / 55 » Robust Asset Allocation |
EOR
2010
2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
13 years 5 months ago
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can ...
ISCI
2006
13 years 4 months ago
2006
JAMDS
2000
13 years 4 months ago
2000
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
ATAL
2010
Springer
13 years 6 months ago
2010
Springer
The static asset protection problem (SAP) in a road network is that of allocating resources to protect vertices, given any possible behavior by an adversary determined to attack t...