Asset/Liability Management for Pension Funds Using CVaR Constraints

Erik Bogentoft, H. Edwin Romeijn and Stanislav Uryasev

Journal of Risk Finance, 2001, vol. 3, issue 1, 57-71

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Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043483

DOI: 10.1108/eb043483

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