Pension schemes as options on pension fund assets: implications for pension fund management (Q1282144): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Theory of constant proportion portfolio insurance / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dynamic approaches to pension funding / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A stochastic-dynamic approach to pension funding / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A two-parameter family of pension contribution functions and stochastic optimization / rank | |||
Normal rank |
Revision as of 19:08, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pension schemes as options on pension fund assets: implications for pension fund management |
scientific article |
Statements
Pension schemes as options on pension fund assets: implications for pension fund management (English)
0 references
28 March 1999
0 references
pension assets
0 references
options
0 references
duration
0 references
fund management
0 references
immunisation
0 references
funded pension schemes
0 references
asset allocation
0 references
0 references