The 1/n Pension Investment Puzzle

DOI10.1080/10920277.2004.10596151MaRDI QIDQ5715976zbMATH OpenOpenAlexFDO

Authors H. Windcliff, Phelim Boyle

Publication date 6 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2004.10596151

Mathematics Subject Classification ID

Cites work

• Computing efficient frontiers using estimated parameters

Cited in

(4)

• Risk minimization in multi-factor portfolios: what is the best strategy?
• Portfolio diversification and systemic risk in interbank networks
• Asset allocation with hedge funds on the menu
• The Impact of Proportional Transaction Costs on Systematically Generated Portfolios

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