برنامه ریزی درازمدت تخصیص دارایی صندوق های بازنشستگی: کاربردی از برنامه ریزی سناریو مبنا

Amer, M., Daim, T. U., & Jetter, A. (2013). A review of scenario planning. Futures, 46, 23-40. doi:https://doi.org/10.1016/j.futures. 2012 .10.003.

Azar, A., & Safari, M. (2016). Identifying effective factors of stability in private pension funds by using soft systems methodology and fuzzy cognitive mapping. Journal of Management Sciences Society of Iran, 11(43), 21-58. (In Persian)

Bahmani, Raghfar & Mousavi, M, H.(1398). Parametric correction of Iran’s pension fund system by reducing substitutive rate: general equilibrium model of coveraged  generations and partial labor market. Economic Research Journal, 19 (72), 67-104. (In Persian)

Bradfield, R., Wright, G., Burt, G., Cairns, G., & Van Der Heijden, K. (2005). The origins and evolution of scenario techniques in long range business planning. Futures, 37(8), 795-812.

Bregnard, N., & Salva, C. (2019). Pension Fund Board Governance and Asset Allocation: Evidence from Switzerland. Available at SSRN 3334950.

Campbell, J. Y., Viceira, L. M., & Viceira, L. M. (2002). Strategic asset allocation: portfolio choice for long-term investors, Oxford University Press, USA.

Chen, Z., Li, Z., Zeng, Y., & Sun, J. (2017). Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. Insurance: Mathematics and Economics, 75, 137-150. doi:https://doi.org/10.1016/j.insmatheco.2017.05.009

Cheng, C. H., & Lin, Y. (2002). Evaluating the best main battle tank using fuzzy decision theory with linguistic criteria evaluation. European Journal of Operational Research, 142(1), 174-186.

Dahlquist, M., & Odegaard, B. A. (2018). A Review of Norges Bank's Active Management of the Government Pension Fund Global. Swedish House of Finance Research Paper, (18-7).

Dahlquist, M., Setty, O., & Vestman, R. (2018). On the asset allocation of a default pension fund. The Journal of Finance, 73(4), 1893-1936.

Han, N.-w., & Hung, M.-w. (2012). Optimal asset allocation for DC pension plans under inflation. Insurance: Mathematics and Economics, 51(1), 172-181.

Hoevenaars, R. P., Molenaar, R. D., Schotman, P. C., & Steenkamp, T. B. (2014). Strategic asset allocation for long‐term investors: Parameter uncertainty and prior information. Journal of Applied Econometrics, 29(3), 353-376.

Hsu, Y.-L., Lee, C.-H., & Kreng, V. B. (2010). The application of Fuzzy Delphi Method and Fuzzy AHP in lubricant regenerative technology selection. Expert Systems with Applications, 37(1), 419-425.

Huss, W. R., & Honton, E. J. (1987). Scenario planning—what style should you use? Long Range Planning, 20(4), 21-29.

Ishikawa, A., Amagasa, M., Shiga, T., Tomizawa, G., Tatsuta, R., & Mieno, H. (1993). The max-min Delphi method and fuzzy Delphi method via fuzzy integration. Fuzzy Sets and Systems, 55(3), 241-253.

Kuzubas, T. U., Saltoğlu, B., Sert, A., & Yüksel, A. (2019). Performance evaluation of the Turkish pension fund system. Journal of Capital Markets Studies.

Lucas, D. J., & Zeldes, S. P. (2009). How should public pension plans invest? American Economic Review, 99(2), 527-532.

Ma, Z., Shao, C., Ma, S., & Ye, Z. (2011). Constructing road safety performance indicators using Fuzzy Delphi Method and Grey Delphi Method. Expert Systems with Applications, 38(3), 1509-1514.

Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77-91.

Merton, R. C. (1969). Lifetime portfolio selection under uncertainty: The continuous-time case. The review of Economics and Statistics, 247-257.

Mir, Seyed Javad, Ganjian, Mahdi, and Gholamreza Foruhesh Tehrani. (2013). Challenges and solutions for the pension funds in Iran: a case study of pension fund of Agricultural Jihad, Journal of Strategic and Macro Policies, 2 (7), 111-139. (In Persian)

Rezaei, Ali, Vaez Mahdavi, Mohammad Reza. (1397). Optimal Investment in Mixed Pension Plans with Guaranteed Retirement Benefits. Social Security Quarterly Journal, 13 (3), 41-58. (In Persian)

Roghanizadeh, M. (2010). Challenges of pension fund system in Iran, Journal of Social Security, 29 (9), 13-31. (In Persian)

Rostami, Morteza and Badini, Hassan. (1398). Doing business in pension funds at the Social Security System of Iran. Public Law research, 21 (63), 271-295. (In Persian)

Safari, Mohammad. (1397). Sustainability of hybrid private pension plans based on fuzzy cognitive mapping and system dynamics. Iranian Journal of Insurance Research, 33 (131), 81-104. (In Persian)

Tang, M. L., Chen, S. N., Lai, G. C., & Wu, T. P. (2018). Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee. Insurance: Mathematics and Economics, 78, 87-104.

Pagnoncelli, B. K., Reich, D., & Campi, M. C. (2012). Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection. Journal of Optimization Theory and Applications, 155(2), 707-722.

Pennacchi, G., & Rastad, M. (2011). Portfolio allocation for public pension funds. Journal of Pension Economics & Finance, 10(2), 221-245.

Samuelson, P. A. (1975). Lifetime portfolio selection by dynamic stochastic programming. In Stochastic Optimization Models in Finance (pp. 517-524): Elsevier.

Saunders, M., Lewis, P., & Thornhill, A. (2009). Research methods for business students (5th edition ed.). England: Pearson Education Limited.

Schwartz, P. (2012). The art of the long view: planning for the future in an uncertain world: Crown Business.

Vilkkumaa, E., Liesiö, J., Salo, A., & Ilmola-Sheppard, L. (2018). Scenario-based portfolio model for building robust and proactive strategies. European Journal of Operational Research, 266(1), 205-220.

Wilson, I. (2000). From scenario thinking to strategic action. Technological Forecasting and Social Change, 65(1), 23-29.

Levisauskaite, K. (2010). Investment Analysis and Portfolio Management, Retrieved from Canadian Institute for Health Information website: http://www.bcci.bg/ projects/latvia/pdf/8_IAPM_final.pdf