Aisberg: dal 2009 è l'archivio ad accesso aperto dell'Università di Bergamo; dal 2011 è anche l'anagrafe della ricerca di Ateneo.
L'archivio è un'implementazione di IRIS, il sistema informativo per la ricerca sviluppato da Cineca.
EnglishWe present an asset-liability management (ALM) model for individuals facing a long term allocation problem over a diversified investment universe including mutual and pension funds as well as unit linked contracts with corporate, fixed income or equity exposure. Inflation-adjusted living costs and investment or consumption targets over the planning horizon lead to the definition of a comprehensive decision support tool, whose key building blocks are discussed with reference to a case-study. A structured stochastic model for long-term scenario generation is also briefly analyzed.
(2013). Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long Term Goals [book chapter - capitolo di libro]. Retrieved from http://hdl.handle.net/10446/27699
| Titolo: | Optimal Stochastic Programming-Based Personal Financial Planning with Intermediate and Long Term Goals | |
| Tipologia specifica: | book chapter - capitolo di libro | |
| Tutti gli autori: | Moriggia, Vittorio; Consigli, Giorgio; Iaquinta, Gaetano | |
| Data di pubblicazione: | 2013 | |
| Abstract (eng): | We present an asset-liability management (ALM) model for individuals facing a long term allocation problem over a diversified investment universe including mutual and pension funds as well as unit linked contracts with corporate, fixed income or equity exposure. Inflation-adjusted living costs and investment or consumption targets over the planning horizon lead to the definition of a comprehensive decision support tool, whose key building blocks are discussed with reference to a case-study. A structured stochastic model for long-term scenario generation is also briefly analyzed. | |
| Nelle collezioni: | 1.2.01 Contributi in volume (Capitoli o Saggi) - Book Chapters/Essays |
File allegato/i alla scheda:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| 2013GassmannZiembaBook.pdf | cover/index - copertina/indice | Licenza default Aisberg | Open AccessVisualizza/Apri |
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