Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (Q2415973): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the effectiveness of scenario generation techniques in single-period portfolio optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: 60 years of portfolio optimization: practical challenges and current trends / rank | |||
Normal rank | |||
Revision as of 07:49, 19 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? |
scientific article |
Statements
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes? (English)
0 references
23 May 2019
0 references
0 references
