Liability-driven investment for pension funds : stochastic optimization with real assets
Chul Jang, Andrew Clare, Iqbal Owadally
| Year of publication: |
2024
|
|---|---|
| Authors: | Jang, Chul ; Clare, Andrew D. ; Owadally, Iqbal |
| Subject: | Liability-driven investment | Pension fund | Real assets | Stochastic programming | Pensionskasse | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Institutioneller Investor | Institutional investor |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-024-00141-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536668