Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates

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Publication:1044157

DOI10.1016/j.ejor.2009.02.021zbMath1177.91125OpenAlexW2092010581MaRDI QIDQ1044157

Juan Pablo Rincón-Zapatero, Ricardo Josa-Fombellida

Publication date: 10 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/5581




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