Non Gaussian returns and pension funds asset allocation
Year of publication: |
2016
|
---|---|
Authors: | Hamayon, Stéphane ; Legros, Florence ; Pradat, Yannick |
Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 15.2016, 4, p. 416-444
|
Subject: | Pension plans | CF-VaR | Default option | Mean reversion | Rearrangement procedure | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Betriebliche Altersversorgung | Occupational pension plan | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income |
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