Open AccessOptimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Author(s) -
Paolo Battocchio,
Francesco Mecin,
Olivier Scaillet
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.380461
Subject(s) - pension , asset allocation , asset (computer security) , global assets under management , business , actuarial science , economics , monetary economics , finance , institutional investor , computer science , portfolio , computer security , corporate governance
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