Imagen de Portada

Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Armstrong, John, Dalby, James, Hobbs, Rohan
Formato:	Preprint
Publicado:	2025
Materias:	Portfolio Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Optimal mutual insurance against systematic longevity risk
por: Armstrong, John, et al.
Publicado: (2024)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
por: Alexander, Nolan, et al.
Publicado: (2026)

Multimodal Deep Reinforcement Learning for Portfolio Optimization
por: Nawathe, Sumit, et al.
Publicado: (2024)

Dynamic Asset Allocation with Asset-Specific Regime Forecasts
por: Shu, Yizhan, et al.
Publicado: (2024)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
por: Wysocki, Maciej, et al.
Publicado: (2025)

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
por: Li, Jing, et al.
Publicado: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
por: Engel, Ryan, et al.
Publicado: (2025)

Breaking the Trend: How to Avoid Cherry-Picked Signals
por: Valeyre, Sebastien
Publicado: (2025)

An Explicit Solution for the Problem of Optimal Investment with Random Endowment
por: Donisch, Michael, et al.
Publicado: (2025)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
por: Yamamichi, Hiroki
Publicado: (2025)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
por: Chen, Kefan, et al.
Publicado: (2025)

Correlation Structures and Regime Shifts in Nordic Stock Markets
por: Girnyk, Maksym A.
Publicado: (2025)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
por: Coronado-Vaca, M.
Publicado: (2025)

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
por: Huang, Hanyue, et al.
Publicado: (2025)

Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
por: Meade, N., et al.
Publicado: (2025)

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
por: Ramirez-Carrillo, Gonzalo, et al.
Publicado: (2025)

Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
por: Karimi, Nader, et al.
Publicado: (2025)

The bias of IID resampled backtests for rolling-window mean-variance portfolios
por: Paskaramoorthy, Andrew, et al.
Publicado: (2025)

Financial Information Theory
por: Alonso, Miquel Noguer i
Publicado: (2025)

A Dynamic Model of Private Asset Allocation
por: Chen, Hui, et al.
Publicado: (2025)

F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
por: Gavhale, Siddharth
Publicado: (2025)

Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice
por: Huh, Jeonggyu, et al.
Publicado: (2025)

A mixture transition distribution approach to portfolio optimization
por: De Blasis, Riccardo, et al.
Publicado: (2025)

Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
por: Wu, Di
Publicado: (2025)

A Practitioner's Guide to AI+ML in Portfolio Investing
por: Fan, Mehmet Caner Qingliang
Publicado: (2025)

Consumption-portfolio choice with preferences for liquid assets
por: Guan, Guohui, et al.
Publicado: (2025)

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
por: Suárez, Fernando, et al.
Publicado: (2025)

N-player and mean field games among fund managers considering excess logarithmic returns
por: Guan, Guohui, et al.
Publicado: (2025)

Testing for the Minimum Mean-Variance Spanning Set
por: Liao, Zhipeng, et al.
Publicado: (2025)

Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
por: Gao, Jianjun, et al.
Publicado: (2025)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
por: Jaffri, Ali, et al.
Publicado: (2025)

A Causal Perspective of Stock Prediction Models
por: Xu, Songci, et al.
Publicado: (2025)

Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
por: Menda, Kunal, et al.
Publicado: (2025)

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
por: Luo, Haochen, et al.
Publicado: (2025)

The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
por: Fu, Weilong
Publicado: (2025)

Tactical Asset Allocation with Macroeconomic Regime Detection
por: Oliveira, Daniel Cunha, et al.
Publicado: (2025)

Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
por: Wiklund, Stig-Johan, et al.
Publicado: (2025)

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
por: Chang, Yen Jui, et al.
Publicado: (2025)

Not All Factors Crowd Equally: Modeling, Measuring, and Trading on Alpha Decay
por: Lee, Chorok
Publicado: (2025)

Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
por: Chen, Heming, et al.
Publicado: (2025)