Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973): Difference between revisions
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| Property / cites work: Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints / rank | |||
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| Property / cites work: An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets / rank | |||
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| Property / cites work: On the effectiveness of scenario generation techniques in single-period portfolio optimization / rank | |||
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| Property / cites work: 60 years of portfolio optimization: practical challenges and current trends / rank | |||
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| Property / Wikidata QID: Q128301702 / rank | |||
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Latest revision as of 17:01, 1 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? |
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Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (English)
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23 May 2019
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