Title of article
Regime switching based portfolio selection for pension funds
Author/Authors
Karl Frauendorfer، نويسنده , , Ulrich Jacoby، نويسنده , , Alvin Schwendener، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
2265
To page
2280
Keywords
Modeling of pension fund liabilities , Projection of the funding ratio , Regime switching , portfolio management , Dynamic asset allocation , Stochastic multistage programming
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194079
Link To Document