A robust optimization approach to pension fund management
Year of publication: |
2010
|
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Authors: | Iyengar, Garud ; Ma, Alfred Ka Chun |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 2/3, p. 163-177
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Bilanzstrukturmanagement | Asset-liability management | Computerunterstützung | Computerized method | Robustes Verfahren | Robust statistics |
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