The optimal asset allocation of the main types of pension funds: a unified framework
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Bibliographic InfoArticle provided by Springer in its journal THE GENEVA RISK AND INSURANCE REVIEW.
Volume (Year): 32 (2007)
Issue (Month): 2 (December)
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Web page: http://www.springerlink.com/link.asp?id=102897
Pension funds; Defined benefit; Defined contribution; Asset allocation; Internal and external guarantees; Stochastic dynamic programming; Options theory; G23; G11; C61;
Find related papers by JEL classification:
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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