A robust optimization approach to pension fund management
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DOI: 10.1057/jam.2010.9
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Cited by:
- Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
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Keywords
asset-liability management; pension fund management; robust optimization;All these keywords.
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