Performance evaluation of balanced pension plans

DOI10.1080/14697681003762289zbMath1278.91126OpenAlexW1965578519MaRDI QIDQ2869974

Laura Andreu, Laurens Swinkels

Publication date: 17 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697681003762289

zbMATH Keywords

portfolio managementmarket timingquantitative trading strategiesbalanced pension plans

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10)

Related Items (1)

Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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