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Optimal investment strategy for defined contribution pension schemes

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Author Info
Vigna, Elena
Haberman, Steven
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File URL: http://www.sciencedirect.com/science/article/B6V8N-4314072-7/2/2be69e3a1b41a3cfa91810e0b7079431
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 28 (2001)
Issue (Month): 2 (April)
Pages: 233-262
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Handle: RePEc:eee:insuma:v:28:y:2001:i:2:p:233-262

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Paolo BATTOCCHIO, 2002. "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  2. Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
  3. Steven Haberman & Elena Vigna, 2002. "Optimal investment strategies and risk measures in defined contribution pension schemes," ICER Working Papers - Applied Mathematics Series 09-2002, ICER - International Centre for Economic Research. [Downloadable!]
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