A benchmarking approach to optimal asset allocation for insurers and pension funds
From MaRDI portal
Publication:659228
DOI10.1016/j.insmatheco.2009.11.005zbMath1231.91408MaRDI QIDQ659228
Andrew E. B. Lim, Bernard Wong
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
91G10: Portfolio theory
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