Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Year of publication: |
2003 ; [Elektronische Ressource]
|
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Other Persons: | Battocchio, Paolo (contributor) ; Menoncin, Francesco (contributor) ; Scaillet, Olivier (contributor) |
Institutions: | Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> (contributor) |
Publisher: |
Louvain-la-Neuve : Institut de Recherches Economiques et Sociales |
Subject: | Pensionskasse | Pension fund | Sterblichkeit | Mortality | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | Online-Ressource, 14 p., text ill |
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Series: | IRES discussion papers. - Louvain-la-Neuve, ZDB-ID 2175647-8. - Vol. 2003,04 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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