Ricardo Josa-Fombellida

Ricardo Josa-Fombellida

Universidad de Valladolid - Valladolid / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4367885
University of Valladolid
person_outline Ricardo Josa-Fombellida's MOST POPULAR ARTICLES
1-) Optimal risk management in defined benefit stochastic pension fundsR Josa-Fombellida, JP Rincón-ZapateroInsurance: Mathematics and Economics 34 (3), 489-503, 2004982004
2-) Minimization of risks in pension funding by means of contributions and portfolio selectionR Josa-Fombellida, JP Rincón-ZapateroInsurance: Mathematics and Economics 29 (1), 35-45, 2001832001
3-) Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest ratesR Josa-Fombellida, JP Rincón-ZapateroEuropean Journal of Operational Research 201 (1), 211-221, 2010822010
4-) Mean–variance portfolio and contribution selection in stochastic pension fundingR Josa-Fombellida, JP Rincón-ZapateroEuropean Journal of Operational Research 187 (1), 120-137, 2008722008
5-) Optimal investment decisions with a liability: The case of defined benefit pension plansR Josa-Fombellida, JP Rincón-ZapateroInsurance: Mathematics and Economics 39 (1), 81-98, 2006522006