Dynamic allocation decisions in the presence of funding ratio constraints
Year of publication: |
2012
|
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Authors: | Martellini, Lionel ; Milhau, Vincent |
Published in: |
Journal of pension economics and finance. - Cambridge : Cambridge Univ. Press, ISSN 1474-7472, ZDB-ID 2073265-X. - Vol. 11.2012, 4, p. 549-580
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Allokation | Allocation |
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