Similar Search Results

Asset-Liability-Management von Pensionsfonds

Baum, Gunther - 1996

Persistent link: https://www.econbiz.de/10000561141

Pension fund risk management : financial and actuarial modeling

Micocci, Marco (contributor); Gregoriou, Greg N. (contributor) - 2010

Persistent link: https://www.econbiz.de/10003860772

Pension fund investment in infrastructure : what have we learnt?

Inderst, Georg - In: Pensions : an international journal 15 (2010) 2, pp. 89-99

Persistent link: https://www.econbiz.de/10008702317

Long-term portfolio management with a structural macroeconomic model

Cales, Ludovic; Jondeau, Eric; Rockinger, Michael - 2013

The aim of this paper is to investigate long-term portfolio management in a fully structural macro- financial framework. First, we estimate a Dynamic Stochastic General Equilibrium (DSGE) model that describes the dynamic of the US economy and financial markets. In addition to the typical...

Persistent link: https://www.econbiz.de/10010256360