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20102026
most citedStochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

17 citations · 25 across the 6 of their papers we have counts for

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q-fin.MF2026

Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population

Jennifer Alonso-Garcia, Caroline Hillairet, Sarah Kaakai +1

This paper investigates optimal investment and pension policies in a Pay-As-You-Go (PAYG) system supplemented by a buffer fund used as an intergenerational risk-sharing mechanism.…