The optimal asset allocation of the main types of pension funds: a unified framework

Katarzyna Romaniuk ()

The Geneva Papers on Risk and Insurance Theory, 2007, vol. 32, issue 2, 113-128

Keywords: Pension funds; Defined benefit; Defined contribution; Asset allocation; Internal and external guarantees; Stochastic dynamic programming; Options theory; G23; G11; C61 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10713-007-0005-1

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