A BSDE approach to risk-based asset allocation of pension funds with regime switching
Tak Kuen Siu
| Year of publication: |
2012
|
|---|---|
| Authors: | Siu, Tak Kuen |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 201.2012, p. 449-473
|
| Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710207