Optimal investment for a pension fund under inflation risk
Year of publication: |
2010
|
---|---|
Authors: | Zhang, Aihua ; Ewald, Christian-Oliver |
Published in: |
Computational Statistics. - Springer. - Vol. 71.2010, 2, p. 353-369
|
Publisher: |
Springer |
Subject: | Pension funds | Inflation | Optimal portfolios | Martingale method |
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