Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.016 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1994409048 / rank | |||
Normal rank | |||
Revision as of 21:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework |
scientific article |
Statements
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (English)
0 references
23 June 2014
0 references
asset allocation
0 references
defined contribution pension fund
0 references
multi-period mean-variance
0 references
stochastic income
0 references
mortality risk
0 references
