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Optimal investment strategies and risk measures in defined contribution pension schemes

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Author Info
Haberman, Steven
Vigna, Elena
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 31 (2002)
Issue (Month): 1 (August)
Pages: 35-69
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Handle: RePEc:eee:insuma:v:31:y:2002:i:1:p:35-69

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

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  10. Taizhong Hu & Alfred Müller & Marco Scarsini, 2002. "Some Counterexamples in Positive Dependence," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003. [Downloadable!]
  11. Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research. [Downloadable!]
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