Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
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Volume (Year): 28 (2001)
Issue (Month): 2 (April)
Pages: 173-189
| Handle: | RePEc:eee:insuma:v:28:y:2001:i:2:p:173-189 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/inca/505554
|
References listed on IDEAS
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Elsevier, vol. 3(4), pages 373-413, December.
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- Brennan, Michael J. & Schwartz, Eduardo S. & Lagnado, Ronald, 1997. "Strategic asset allocation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1377-1403, June.
- Black, Fischer & Perold, AndreF., 1992. "Theory of constant proportion portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 403-426.
- Jean-Paul Fitoussi, 1999.
"Introduction au dossier sur les retraites : un débat pour progresser,"
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- Jean-Paul Fitoussi, 1999. "Introduction au dossier sur les retraites : un débat pour progresser," Revue de l'OFCE, Programme National Persée, vol. 68(1), pages 9-14.
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