Optimal investment strategies and performance sharing rules for pension schemes with minimum guarantee

Jacques Pézier and Johanna Scheller

Journal of Pension Economics and Finance, 2011, vol. 10, issue 01, pages 119-145

Date: 2011
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://journals.cambridge.org/abstract_S1474747210000077 link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cup:jpenef:v:10:y:2011:i:01:p:119-145_00

Access Statistics for this article

More articles in Journal of Pension Economics and Finance from Cambridge University Press
Address: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Series data maintained by Keith Waters ().