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  • This paper analyzes the financial risk in a contribution defined pension fund in the Czech Republic. The Bellmans optimality principle is used to derive the best allocation of a pension fund asset in the two-asset world. The principal results concern the suitability of the optimal pension fund strategy and the large variability of the level of achievement in pension fund asset in the case of variable rates of assets return.
  • This paper analyzes the financial risk in a contribution defined pension fund in the Czech Republic. The Bellmans optimality principle is used to derive the best allocation of a pension fund asset in the two-asset world. The principal results concern the suitability of the optimal pension fund strategy and the large variability of the level of achievement in pension fund asset in the case of variable rates of assets return. (en)
  • Tento článek analyzuje finační riziko v příspěvkově definovaném penzijním fondu působícím v České republice. Belmanův princip optimality je použit k odvození rozhodnutí jak rozdělit investice do dvou aktiv. Hlavní výsledek spočívá v nalezení vhodné optimální strategie respektujíc přání investora týkající se rizika investice. (cs)
Title
  • Controlling of pension fund investment by using Bellmans optimality principle
  • Controlling of pension fund investment by using Bellmans optimality principle (en)
  • Použití Belmanova principu optimality pro řízení investic penzijního fondu (cs)
skos:prefLabel
  • Controlling of pension fund investment by using Bellmans optimality principle
  • Controlling of pension fund investment by using Bellmans optimality principle (en)
  • Použití Belmanova principu optimality pro řízení investic penzijního fondu (cs)
skos:notation
  • RIV/49777513:23520/04:00000048!RIV07-GA0-23520___
http://linked.open.../vavai/riv/strany
  • 419-424
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA102/01/0021), Z(MSM 235200004)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 558797
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/04:00000048
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • pension fund; mathematical modeling; Bellmans optimal principle (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [0FF8007C718A]
http://linked.open...i/riv/mistoVydani
  • Oxford
http://linked.open...i/riv/nazevZdroje
  • Control system design 2003
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Šimandl, Miroslav
  • Lešek, Marek
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Elsevier
https://schema.org/isbn
  • 0-08-044175-0
http://localhost/t...ganizacniJednotka
  • 23520
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