Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
| 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 |
- 1. Introduction
- 2. The model
- 3. The optimal portfolio
- 4. Conclusion
Persistent link: https://www.econbiz.de/10005843404