A multivariate model of strategic asset allocation with longevity risk
Year of publication: |
2015
|
---|---|
Authors: | Bisetti, Emilio ; Favero, Carlo A. ; Nocera, Giacomo ; Tebaldi, Claudio |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Risiko | Risk | Multivariate Analyse | Multivariate analysis | Wertpapier | Securities | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | USA | United States | 1953-2010 |
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