Modeling optimal pension fund asset allocation in a dynamic capital market
Jiapeng Liu, Hong Qiu, Xiaoli Zhao, and Yingjun Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Jiapeng ; Qiu, Hong ; Zhao, Xiaoli ; Zhu, Yingjun |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 8, p. 2323-2330
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| Subject: | dynamic capital market | Pension fund asset allocation | strategy | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Institutioneller Investor | Institutional investor |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1603521 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549907