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 Papers on Risk and Insurance Theory. - Springer, ISSN 0926-4957. - Vol. 32.2007, 2, p. 113-128
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| Publisher: |
Springer |
| Subject: | Pension funds | Defined benefit | Defined contribution | Asset allocation | Internal and external guarantees | Stochastic dynamic programming | Options theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005722854