InnoALM, the Innovest Austrian Pension Fund Financial Planning Model

Rachel E. S. Ziemba and William T. Ziemba
Additional contact information
Rachel E. S. Ziemba: Roubini Global Economics, UK
William T. Ziemba: University of British Columbia, Canada

Chapter 14 in Investing in the Modern Age, 2013, pp 149-168 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Formulation of InnoALM as a multistage stochastic linear programming modelSome Typical ApplicationsModel TestsConclusions

Keywords: Hedge Funds; Sovereign Wealth Funds; Investment Agglomerations; Endowment Investing; Stock Market Crashes and Their Prediction; Global Economic Situation; Global Investment Strategies; Kelly and Fractional Kelly Wagering Strategies; Calendar Anomalies; Political Party; Time of Year Effects (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814504751_0014 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814504751_0014 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814504751_0014

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().