Long Term Risk Assessment in a Defined Contribution Pension System
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- Castaneda, Pablo, 2006. "Long Term Risk Assessment in a Defined Contribution Pension System," MPRA Paper 3347, University Library of Munich, Germany, revised 30 Apr 2007.
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- 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
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