Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans

We develop an optimal asset allocatlon model for the accumulation phase of a defined contribution pension plan in the presence of non-hedgeable salary risk...

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Year of publication:	2000-06-20
Authors:	Cairns, Andrew J.G. ; Blake, David ; Dowd, Kevin
Subject:	Risikomanagement \| risk management \| Pensionskasse \| Bilanzstrukturmanagement

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Extent:	159744 bytes 23 p. application/pdf
Series:	actuaries - publications
Type of publication:	Book / Working Paper
Language:	English
Notes:	AFIR Colloquium Tromsø - Norway - June 20-23, 2000
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847495