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Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints - MaRDI portal

Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088)

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scientific article; zbMATH DE number 6004614
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English
Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints
scientific article; zbMATH DE number 6004614

    Statements

    Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (English)
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    10 February 2012
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    public pensions
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    defined benefit
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    funding
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    investing
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    contribution rate risk
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    conditional value at risk
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