Performance evaluation of balanced pension plans

DOI10.1080/14697681003762289MaRDI QIDQ2869974zbMATH OpenOpenAlexFDO

Authors Laura Andreu, Laurens Swinkels

Publication date 17 January 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697681003762289

zbMATH Keywords

portfolio managementmarket timingquantitative trading strategiesbalanced pension plans

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10)

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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Cited in

(3)

• scientific article; zbMATH DE number 2062320 (Why is no real title available?)
• Three-factor market-timing models with Fama and French's spread variables
• Profitability vs. attractiveness within a performance analysis of a life annuity business

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