Long Term Risk Assessment in a Defined Contribution Pension System
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- Pablo Castañeda, 2007. "Long Term Risk Assessment in a Defined Contribution Pension System," Working Papers 20, Superintendencia de Pensiones, revised Oct 2007.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2009.
"The long and the short of emerging market debt,"
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More about this item
KeywordsDynamic convex risk measure; Pension system; Portfolio selection;
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGE-2007-06-11 (Economics of Ageing)
- NEP-ALL-2007-06-11 (All new papers)
- NEP-RMG-2007-06-11 (Risk Management)
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