Mortality risk and real optimal asset allocation for pension funds
Francesco Menoncin; Olivier Scaillet
| Year of publication: |
Sept. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Menoncin, Francesco (contributor) ; Scaillet, Olivier (contributor) |
| Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium |
| Extent: | Online-Ressource, 48 p. = 1975 Kb, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 101 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001865031