Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Year of publication: |
2003
|
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Authors: | Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Portfolio-Investition | Rentenfonds | Sterblichkeit |
Extent: | 746496 bytes 21 p. application/pdf |
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Series: | Working Paper ; No. 26 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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