The 1/n Pension Investment Puzzle

DOI10.1080/10920277.2004.10596151zbMath1085.91535OpenAlexW1988084021MaRDI QIDQ5715976

H. Windcliff, Phelim P. Boyle

Publication date: 6 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2004.10596151

Mathematics Subject Classification ID

Related Items (4)

Risk minimization in multi-factor portfolios: what is the best strategy? ⋮ Portfolio diversification and systemic risk in interbank networks ⋮ The Impact of Proportional Transaction Costs on Systematically Generated Portfolios ⋮ Asset Allocation with Hedge Funds on the Menu

Cites Work

• Computing efficient frontiers using estimated parameters

This page was built for publication: The 1/n Pension Investment Puzzle