Optimal investment strategies and risk measures in defined contribution pension schemes

Insurance: Mathematics and Economics

Volumn 31, Issue 1, 2002, Pages 35-69

  Haberman, Steven ^a   Vigna, Elena ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF TURIN   (Italy)

Author keywords

Defined contribution pension scheme; Downside risk; Optimal investment

Indexed keywords

EID: 0037143975     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00128-2     Document Type: Article

References (13)

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