DC pension fund benchmarking with fixed-mix portfolio optimization

DOI10.1080/14697680701511196zbMath1190.91135OpenAlexW2113734402MaRDI QIDQ5423189

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Publication date: 22 October 2007

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

Full work available at URL: https://doi.org/10.1080/14697680701511196

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• The performance of stochastic dynamic and fixed mix portfolio models
• Volatility-induced financial growth
• Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
• Designing minimum guaranteed return funds
• An efficient method for finding the minimum of a function of several variables without calculating derivatives

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