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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2007
Persistent link: https://www.econbiz.de/10008221998
Saved in:
2
Risk management and asset allocation with jump-diffusion exogenous risks : some algebraic approximated solutions
Menoncin, Francesco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10002994782
Saved in:
3
Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions
Menoncin, Francesco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10005921707
Saved in:
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