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: |
[2021]
|
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Authors: | Doan, Bao Huy ; Reeves, Jonathan J. ; Sherris, Michael |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Coronavirus | Volatilität | Volatility |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 26, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3773495 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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