How good are default investment policies in defined contribution pension plans?

D Duque, DP Morton, BK Pagnoncelli - Journal of Pension …, 2021 - cambridge.org
Defined contribution (DC) pension plans have been gaining ground in the last 10–20 years
as the preferred system for many countries and other agencies, both private and public. The …

Ensuring complex security of the financial flows movement in the national economy system

L Katan, I Masiuk, T Oliynik, O Oliynik, V Zablotskyi - 2019 - dspace.dsau.dp.ua
The individual principles of the cyclical course of economic processes in modern economic
conditions were considered. The existing theories of economic (business) cycles were …

Risk-Averse and Distributionally Robust Multistage Stochastic Optimization

DD Villarreal - 2020 - search.proquest.com
This dissertation investigates a number of models and algorithms in the context of
optimization under uncertainty. The focus is on risk-averse optimization, where risk aversion …