Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading
Busra Zeynep Temocin, Ralf Korn, A. Sevtap Selcuk-Kestel
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Temocin, Busra Zeynep ; Korn, Rolf ; Selcuk-Kestel, A. Sevtap |
| Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 515-544
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2638-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871449