Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
Year of publication: |
2010
|
---|---|
Authors: | Josa-Fombellida, Ricardo ; Rincón-Zapatero, Juan Pablo |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 201.2010, 1, p. 211-221
|
Publisher: |
Elsevier |
Keywords: | Pension funds Stochastic control Optimal portfolio Stochastic interest rate |
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
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