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~isPartOf:"Arbeitspapiere"
~person:"Embrechts, Paul"
~person:"Scaillet, Olivier"
~subject:"Portfoliomanagement"
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
This paper shows optimal asset allocation during these two phases must be different.
Persistent link: https://www.econbiz.de/10005843404
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