Optimal investment for a pension fund under inflation risk
type: Item
instance of: scholarly article
title: Optimal investment for a pension fund under inflation risk
zbMATH Open document ID: 1189.93147
author: Christian-Oliver Ewald
author: Aihua Zhang
published in: Mathematical Methods of Operations Research
publication date: 2010-04-23T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5700548
zbMATH Keywords: pension funds
zbMATH Keywords: inflation
zbMATH Keywords: optimal portfolios
zbMATH Keywords: martingale method
MaRDI profile type: Publication
full work available at URL: s00186-009-0294-5
OpenAlex ID: W3123247007
cites work: Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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cites work: Optimal management and inflation protection for defined contribution pension plans
DOI: 10.1007/S00186-009-0294-5
description: scientific article; zbMATH DE number 5700548