Portfolio management for insurers and pension funds and COVID-19 : targeting volatility for equity, balanced, and target-date funds with leverage constraints
Year of publication: |
2024
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Authors: | Bao Doan ; Reeves, Jonathan J. ; Sherris, Michael |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 18.2024, 1, p. 78-101
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Subject: | COVID-19 pandemic | equity investment | portfolio management | target-date funds | volatility forecasting | Portfolio-Management | Portfolio selection | Coronavirus | Volatilität | Volatility | Pensionskasse | Pension fund | Investmentfonds | Investment Fund | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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