The Optimal Asset Allocation of the Main Types of Pension Funds : A Unified Framework
Year of publication: |
2010
|
---|---|
Authors: | Romaniuk, Katarzyna |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Dynamische Optimierung | Dynamic programming | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Geneva Risk and Insurance Review, Vol. 32, No. 2, 2007 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2007 erstellt Volltext nicht verfügbar |
Classification: | G23 - Pension Funds; Other Private Financial Institutions ; G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Jakubik, Tibor, (2010)
-
Broeders, Dirk, (2011)
-
Broeders, Dirk, (2012)
- More ...
-
Asset prices and asymmetries in the Fed's interest rate rule : a financial approach
Romaniuk, Katarzyna, (2008)
-
"What if the Fed increased the weight of the stock price gap in its reaction function?"
Romaniuk, Katarzyna, (2006)
-
The optimal asset allocation of the main types of pension funds : a unified framework
Romaniuk, Katarzyna, (2007)
- More ...