Man pages for sstoeckl/pensionfinanceLi
Optimal Pension Decisions in Liechtenstein

dot-load_parametersLoad Parameters
dot-SPFretchHelper functions
dot-util_optimHelper functions
dot-util_optim_wHelper 3: Optimize only portfolio weights
dot-util_optim_wcHelper 2: Optimize portfolio weights and consumption c,
FINDATAVarious financial variables
fpCFFirst Pillar Cash Flows
optimalLCOptimizer to maximize Expected Utility
optimalwOptimiser to maximize Expected Utility
optimalwcOptimiser to maximize Expected Utility
optimalwc2Optimiser to maximize Expected Utility (fast)
retAsset returns (nominal) created internally
retrAsset returns (real) created internally
spCFSecond Pillar Cash Flows
SPFretPortfolio returns in second pillar created internally for a...
taxCFlumpsumCalculate lumpsum after taxes
taxCFretCalculate total taxes for pension cash-flows
taxCFworkCalculate Income after taxes during savings phase
totalCFTotal Cash Flow Calculation
tpCFretThird Pillar Cash Flows in retirement
tpCFworkThird Pillar Cash Flows during savings phase
utilCalculate utility of total consumption and bequest
utilallCalculate utility of total consumption and bequest (FAST...
VVAR object for FINDATA
VARsimSimulate from given (pre-estimated) VAR process
sstoeckl/pensionfinanceLi documentation built on Dec. 2, 2020, 3:26 a.m.