Optimal pension fund management under multi-period risk minimization

Annals of Operations Research

Volumn 166, Issue 1, 2009, Pages 261-270

  Kilianová, Soňa ^a   Pflug, Georg Ch ^b  

^a Faculty of Natural Sciences   (Slovakia)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

Average value at risk; Large scale linear programming; Multi period risk measure; Pension plan

Indexed keywords

EID: 58149505646     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-008-0405-3     Document Type: Article

References (9)

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