Sharing downside risk in defined benefit pension funds
Year of publication: |
2010
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Authors: | Plantinga, Auke ; Meer, Robert van der ; Sortino, Frank Alphonse |
Published in: |
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk. - Amsterdam [u.a.] : Elsevier, ISBN 978-0-12-374992-5. - 2010, p. 115-128
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Subject: | Pensionskasse | Pension fund | Kapitalanlage | Financial investment | Investitionsrisiko | Investment risk | Portfolio-Management | Portfolio selection | Simulation | Theorie | Theory |
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