PhD thesis advisor:

PhD thesis - Full text (PDF 760 K)

Synopsis (PDF 236 K)

- models based on the expected utility maximization (models DAM and PIAM);
- models minimizing the riskiness of the investment (models TRMM and MRMM).

[1] S. Kilianová, G. Pflug (2008):
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Optimal pension fund management under multi-period risk minimization. Annals of Operations Research, DOI:
10.1007/s10479-008-0405-3
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[2] S. Kilianová, I. Melicherčík, D. Ševčovič (2006):
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Dynamic and Static
Strategies for the Funded Pillar of the Slovak Pension System. Finance a
uver - Czech Journal of Economics and Finance, 56, No 11-12, 506-521.
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Full text (PDF 166 K)

[3] S. Kilianová and D. Ševčovič (2004):
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The second pillar of the Slovak pension system - interest rate targeting.
Journal of Electrical Engineering Vol.~57, No. 12/s, 2006.
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Full text (PDF 161 K)