Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases

This paper shows optimal asset allocation during these two phases must be different.

Year of publication:	2003
Authors:	Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier
Publisher:	International Center for Financial Asset Management and Engineering (FAME)
Subject:	Portfolio Selection \| Portfoliomanagement \| portfolio management \| Pensionskasse \| Desinvestition \| Insolvenzrisiko

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