A benchmarking approach to optimal asset allocation for insurers and pension funds

DOI10.1016/j.insmatheco.2009.11.005zbMath1231.91408MaRDI QIDQ659228

Bernard Wong, Andrew E. B. Lim

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.11.005

zbMATH Keywords

asset-liability management; portfolio optimization; benchmarking

Mathematics Subject Classification ID

91G10: Portfolio theory

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