Mean-variance portfolio optimization problem with fixed salary and inflation protection for a defined contribution pension scheme
Charles I. Nkeki and Chukwuma R. Nwozo
| Year of publication: |
2013
|
|---|---|
| Authors: | Nkeki, Charles I. ; Nwozo, Chukwuma R. |
| Published in: |
Journal of statistical and econometric methods. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2241-0376, ZDB-ID 2655159-7. - Vol. 2.2013, 2, p. 157-173
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| Subject: | mean-variance | optimal portfolio | fixed salary | defined contribution | inflation protection | pension plans | efficient frontier | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Inflation | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan | Private Altersvorsorge | Private retirement provision | Lohn | Wages | Altersvorsorge | Retirement provision | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009769892