{"id":"https://openalex.org/W3123247007","doi":"https://doi.org/10.1007/s00186-009-0294-5","title":"Optimal investment for a pension fund under inflation risk","display_name":"Optimal investment for a pension fund under inflation risk","publication_year":2009,"publication_date":"2009-11-19","ids":{"openalex":"https://openalex.org/W3123247007","doi":"https://doi.org/10.1007/s00186-009-0294-5","mag":"3123247007"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-009-0294-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-009-0294-5","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011379217","display_name":"Aihua Zhang","orcid":"https://orcid.org/0000-0001-5700-8378"},"institutions":[{"id":"https://openalex.org/I13591777","display_name":"University of Nottingham Ningbo China","ror":"https://ror.org/03y4dt428","country_code":"CN","type":"education","lineage":["https://openalex.org/I13591777","https://openalex.org/I142263535"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Aihua Zhang","raw_affiliation_strings":["Nottingham University Business School, University of Nottingham, Ningbo Campus, Admin Building, 199 Taikang East Road, Ningbo, 315100, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Nottingham University Business School, University of Nottingham, Ningbo Campus, Admin Building, 199 Taikang East Road, Ningbo, 315100, China","institution_ids":["https://openalex.org/I13591777"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041238635","display_name":"Christian\u2010Oliver Ewald","orcid":"https://orcid.org/0000-0003-3288-0164"},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Christian-Oliver Ewald","raw_affiliation_strings":["School of Mathematics and Statistics, University of Sydney, Sydney, NSW, 2006, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, University of Sydney, Sydney, NSW, 2006, Australia","institution_ids":["https://openalex.org/I129604602"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5011379217"],"corresponding_institution_ids":["https://openalex.org/I13591777"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":0.983,"has_fulltext":false,"cited_by_count":79,"citation_normalized_percentile":{"value":0.83430132,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"71","issue":"2","first_page":"353","last_page":"369"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.7277024984359741},{"id":"https://openalex.org/keywords/pension","display_name":"Pension","score":0.6759359240531921},{"id":"https://openalex.org/keywords/pension-fund","display_name":"Pension fund","score":0.6056389212608337},{"id":"https://openalex.org/keywords/target-date-fund","display_name":"Target date fund","score":0.5724371075630188},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5584741830825806},{"id":"https://openalex.org/keywords/terminal-value","display_name":"Terminal value","score":0.4830242097377777},{"id":"https://openalex.org/keywords/investment-fund","display_name":"Investment fund","score":0.4638194441795349},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.44281744956970215},{"id":"https://openalex.org/keywords/salary","display_name":"Salary","score":0.44175249338150024},{"id":"https://openalex.org/keywords/endowment","display_name":"Endowment","score":0.43384748697280884},{"id":"https://openalex.org/keywords/manager-of-managers-fund","display_name":"Manager of managers fund","score":0.4273068606853485},{"id":"https://openalex.org/keywords/fund-administration","display_name":"Fund administration","score":0.41984909772872925},{"id":"https://openalex.org/keywords/fixed-income","display_name":"Fixed income","score":0.4192366898059845},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.36527007818222046},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.36455440521240234},{"id":"https://openalex.org/keywords/cash-flow","display_name":"Cash flow","score":0.2409798502922058},{"id":"https://openalex.org/keywords/open-end-fund","display_name":"Open-end fund","score":0.21264079213142395},{"id":"https://openalex.org/keywords/institutional-investor","display_name":"Institutional investor","score":0.17656588554382324}],"concepts":[{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.7277024984359741},{"id":"https://openalex.org/C2780899237","wikidata":"https://www.wikidata.org/wiki/Q156223","display_name":"Pension","level":2,"score":0.6759359240531921},{"id":"https://openalex.org/C2992209059","wikidata":"https://www.wikidata.org/wiki/Q182103","display_name":"Pension fund","level":3,"score":0.6056389212608337},{"id":"https://openalex.org/C17738144","wikidata":"https://www.wikidata.org/wiki/Q7685888","display_name":"Target date fund","level":5,"score":0.5724371075630188},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5584741830825806},{"id":"https://openalex.org/C47096860","wikidata":"https://www.wikidata.org/wiki/Q575542","display_name":"Terminal value","level":4,"score":0.4830242097377777},{"id":"https://openalex.org/C36588987","wikidata":"https://www.wikidata.org/wiki/Q4201895","display_name":"Investment fund","level":3,"score":0.4638194441795349},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.44281744956970215},{"id":"https://openalex.org/C2780090960","wikidata":"https://www.wikidata.org/wiki/Q194489","display_name":"Salary","level":2,"score":0.44175249338150024},{"id":"https://openalex.org/C145197507","wikidata":"https://www.wikidata.org/wiki/Q16963482","display_name":"Endowment","level":2,"score":0.43384748697280884},{"id":"https://openalex.org/C11393971","wikidata":"https://www.wikidata.org/wiki/Q6746722","display_name":"Manager of managers fund","level":3,"score":0.4273068606853485},{"id":"https://openalex.org/C55286048","wikidata":"https://www.wikidata.org/wiki/Q5508875","display_name":"Fund administration","level":4,"score":0.41984909772872925},{"id":"https://openalex.org/C120310109","wikidata":"https://www.wikidata.org/wiki/Q3239315","display_name":"Fixed income","level":3,"score":0.4192366898059845},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36527007818222046},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.36455440521240234},{"id":"https://openalex.org/C163428354","wikidata":"https://www.wikidata.org/wiki/Q1047513","display_name":"Cash flow","level":2,"score":0.2409798502922058},{"id":"https://openalex.org/C155301685","wikidata":"https://www.wikidata.org/wiki/Q493177","display_name":"Open-end fund","level":4,"score":0.21264079213142395},{"id":"https://openalex.org/C206757995","wikidata":"https://www.wikidata.org/wiki/Q1665188","display_name":"Institutional investor","level":3,"score":0.17656588554382324},{"id":"https://openalex.org/C34447519","wikidata":"https://www.wikidata.org/wiki/Q179522","display_name":"Market economy","level":1,"score":0.0},{"id":"https://openalex.org/C39389867","wikidata":"https://www.wikidata.org/wiki/Q380767","display_name":"Corporate governance","level":2,"score":0.0},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C76087492","wikidata":"https://www.wikidata.org/wiki/Q1047352","display_name":"Cash management","level":3,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00186-009-0294-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-009-0294-5","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:71:y:2010:i:2:p:353-369","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00186-009-0294-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:eprints.gla.ac.uk:55026","is_oa":false,"landing_page_url":"http://eprints.gla.ac.uk/55026/","pdf_url":null,"source":{"id":"https://openalex.org/S4210235606","display_name":"ENLIGHTEN (Jurnal Bimbingan dan Konseling Islam)","issn_l":"2622-8912","issn":["2622-8912","2622-8920"],"is_oa":false,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Articles"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5799999833106995}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W613141800","https://openalex.org/W1490772975","https://openalex.org/W1499886859","https://openalex.org/W1548936257","https://openalex.org/W1599156951","https://openalex.org/W1963901383","https://openalex.org/W1984697146","https://openalex.org/W2005158847","https://openalex.org/W2006776755","https://openalex.org/W2017141753","https://openalex.org/W2100058504","https://openalex.org/W2120691036","https://openalex.org/W2132264535","https://openalex.org/W2728426555","https://openalex.org/W3122165909","https://openalex.org/W3124317869"],"related_works":["https://openalex.org/W2189393901","https://openalex.org/W2364694347","https://openalex.org/W2366691412","https://openalex.org/W2384390856","https://openalex.org/W3085297482","https://openalex.org/W3085003485","https://openalex.org/W3136097930","https://openalex.org/W2379838633","https://openalex.org/W643687882","https://openalex.org/W4302613515"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":9},{"year":2022,"cited_by_count":11},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}
