Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918): Difference between revisions

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Property / DOI: 10.1007/s10479-017-2449-8 / rank
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Property / cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund / rank
 
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Property / cites work: Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans / rank
 
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Property / cites work: Q4522707 / rank
 
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Property / cites work: A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates / rank
 
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Property / cites work: Pricing and hedging gap risk / rank
 
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Property / DOI: 10.1007/S10479-017-2449-8 / rank
 
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Latest revision as of 23:13, 10 December 2024

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Constant proportion portfolio insurance in defined contribution pension plan management
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    Constant proportion portfolio insurance in defined contribution pension plan management (English)
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    12 November 2018
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    optimal portfolio
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    CPPI
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    portfolio insurance
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    defined contribution pension plans
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