Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
type: Item
instance of: scholarly article
title: Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
zbMATH Open document ID: 1177.91125
author: Ricardo Josa-Fombellida
author: Juan Pablo Rincón-Zapatero
published in: European Journal of Operational Research
publication date: 2009-12-10T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/5581
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5645190
zbMATH Keywords: pension funds
zbMATH Keywords: stochastic control
zbMATH Keywords: optimal portfolio
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
OpenAlex ID: W2092010581
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DOI: 10.1016/J.EJOR.2009.02.021
description: scientific article; zbMATH DE number 5645190