Maximizing capital efficiency in US defined benefit pension plan immunizing portfolio construction using derivatives and a power law relationship
Year of publication: |
2022
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Authors: | McDermott, Scott |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 48.2022, 5, p. 166-181
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Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Derivat | Derivative | Pensionskasse | Pension fund |
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