Optimal pension fund management under multi-period risk minimization (Q1026572)
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scientific article; zbMATH DE number 5570707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pension fund management under multi-period risk minimization |
scientific article; zbMATH DE number 5570707 |
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Optimal pension fund management under multi-period risk minimization (English)
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25 June 2009
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pension plan
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large-scale linear programming
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multi-period risk measure
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average value-at-risk
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