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Restructuring Retirement Risks. Edited by Blitzstein David, S. Mitchell Olivia, and P. Utkus Stephen. Oxford University Press, 2006, ISBN 0-19-920465-9, 272 pages.
Pennacchi, George - In: Journal of Pension Economics and Finance 7 (2008) 03, pp. 363-365
Persistent link: https://www.econbiz.de/10005610271
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Portfolio allocation for public pension funds
PENNACCHI, GEORGE; RASTAD, MAHDI - In: Journal of Pension Economics and Finance 10 (2011) 02, pp. 221-245
This paper presents a model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management maximize their own utility of compensation. The...
Persistent link: https://www.econbiz.de/10009002909