A simple rule to determine the usefulness of the paygo system on diversification grounds
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References listed on IDEAS
- Matsen, Egil & Thogersen, Oystein, 2004.
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More about this item
KeywordsSocial security; Unfunded and funded pension systems; Optimal portfolio; Diversification; Correlation between stocks and wages; Risk price;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
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