Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy
Year of publication: |
2007
|
---|---|
Authors: | Hest, Tim van ; De Waegenaere, Anja |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 8.2007/08, 3, p. 176-187
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Benchmarking | Robustes Verfahren | Robust statistics | Theorie | Theory |
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