Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973): Difference between revisions

@@ Property / author @@
-Davi Michel Valladão
@@ Property / author: Davi Michel Valladão / rank @@
-Normal rank
@@ Property / author @@
-Arturo O. Cifuentes
@@ Property / author: Arturo O. Cifuentes / rank @@
-Normal rank
@@ Property / author @@
+Davi Michel Valladão
@@ Property / author: Davi Michel Valladão / rank @@
+Normal rank
@@ Property / author @@
+Arturo O. Cifuentes
@@ Property / author: Arturo O. Cifuentes / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2019.02.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2919457848
@@ Property / OpenAlex ID: W2919457848 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints
+Normal rank
@@ Property / cites work @@
+An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
+Normal rank
@@ Property / cites work @@
+On the effectiveness of scenario generation techniques in single-period portfolio optimization
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / Wikidata QID @@
+Q128301702
@@ Property / Wikidata QID: Q128301702 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2415973