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Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo, López-Casado, Paula, Rincón-Zapatero, Juan PabloVolume:
82
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2018.06.011
Date:
September, 2018
File:
PDF, 910 KB
english, 2018