Pension fund's illiquid assets allocation under liquidity and capital requirements
Year of publication: |
2021
|
---|---|
Authors: | Broeders, Dirk ; Jansen, Kristy A. E. ; Werker, Bas J. M. |
Published in: |
Journal of pension economics and finance : JPEF. - Cambridge : Cambridge Univ. Press, ISSN 1475-3022, ZDB-ID 2079705-9. - Vol. 20.2021, 1, p. 102-124
|
Subject: | Asset allocation | asset liability management | capital requirements | illiquid assets | liquidity requirements | pension funds | Mathematische Optimierung | Mathematical programming | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Basler Akkord | Basel Accord | Bilanzstrukturmanagement | Asset-liability management | Bankenliquidität | Bank liquidity | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory | Kapitalbedarf | Capital requirements |
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