A multivariate model of strategic asset allocation with longevity risk
Emilio Bisetti, Carlo A. Favero, Giacomo Nocera, and Claudio Tebaldi
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Bisetti, Emilio ; Favero, Carlo A. ; Nocera, Giacomo ; Tebaldi, Claudio |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 52.2017, 5, p. 2251-2275
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109017000692 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011929000