A benchmarking approach to optimal asset allocation for insurers and pension funds
type: Item
instance of: scholarly article
title: A benchmarking approach to optimal asset allocation for insurers and pension funds
zbMATH Open document ID: 1231.91408
author: Bernard Wong
author: Andrew Lim
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6004696
zbMATH Keywords: asset-liability management
zbMATH Keywords: portfolio optimization
zbMATH Keywords: benchmarking
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.11.005
OpenAlex ID: W3125607759
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DOI: 10.1016/J.INSMATHECO.2009.11.005
description: scientific article; zbMATH DE number 6004696