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
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
Journal title :
Journal of Banking and Finance
