Via S. Angelo, Loc. Folcara
Cassino, Frosinone 03043
Italy
University of Cassino
Defined contribution pension fund, minimum guarantee, stochastic optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation, viscosity solutions
Hamilton-Jacobi-Bellman equation, optimal execution, order fill uncertainty, price impact, stochastic control, utility maximization
pension fund, decumulation phase, constrained portfolio, stochastic optimal control, dynamic programming, Hamilton-Jacobi-Bellman equation
FOMC cycle, monetary policy, swaption, implied volatility.
Human capital, Learning-by-doing, Consumption, Labor supply, Dynamic programming
defined contribution pension scheme, decumulation phase, optimal annuitization time, cost of sub-optimality
Creative consumption, happiness, learning