The optimal asset allocation of the main types of pension funds : a unified framework
Year of publication: |
2007
|
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Authors: | Romaniuk, Katarzyna |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 32.2007, 2, p. 113-128
|
Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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