ON Integrated Chance Constraints in ALM for Pension Funds
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Cited by:
- Maria Teresa Medeiros Garcia & Liane Costa Gabriel, 2021. "Asset Liability Management: Evidence from the Banco de Portugal defined benefit pension fund," Working Papers REM 2021/0159, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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This paper has been announced in the following NEP Reports:- NEP-AGE-2015-03-22 (Economics of Ageing)
- NEP-RMG-2015-03-22 (Risk Management)
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