Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance

  1. Josa-Fombellida, R.
  2. López-Casado, P.
  3. Rincón-Zapatero, J.P.
Journal:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Year of publication: 2018

Volume: 82

Pages: 73-86

Type: Article

DOI: 10.1016/J.INSMATHECO.2018.06.011 GOOGLE SCHOLAR lock_openUVADOC editor