Asset allocation efficiency from dynamic and static strategies in underfunded pension funds
Year of publication: |
2022
|
---|---|
Authors: | Park, Chunsuk ; Kim, Dong-soon ; Lee, Kaun Y. |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 30.2022, 1, p. 2-22
|
Subject: | Dynamic and static asset allocation | Shortfall risk | Expected rate of return by asset class,Input data | Building block | Target rate of return | VAR model | Filtering | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Pensionskasse | Pension fund | Theorie | Theory | Kapitalanlage | Financial investment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-10-2021-0025 [DOI] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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