Assisting defined-benefit pension plans

Operations Research

Volumn 56, Issue 5, 2008, Pages 1066-1078

  Mulvey, John M ^a   Simsek, Koray D ^b   Zhang, Zhuojuan ^c   Fabozzi, Frank J ^d   Pauling, William R ^e  

^a Princeton University   (United States)

^b SABANCI UNIVERSITY   (Turkey)

^c BlackRock Financial Management Inc   (United States)

^d YALE UNIVERSITY   (United States)

^e Hartford Investment Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASSET-LIABILITY MANAGEMENTS; INVESTMENT STRATEGIES; LONG-TERM RISKS; PENSION SYSTEMS; POLICY RULES; REAL-WORLD; RISK CONSTRAINTS;

ECONOMICS; RANDOM PROCESSES; STRATEGIC PLANNING;

PENSION PLANS;

EID: 61449221048     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1080.0526     Document Type: Article

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