Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
- Josa-Fombellida, R.
- López-Casado, P.
- Rincón-Zapatero, J.P.
Revue:
Insurance: Mathematics and Economics
ISSN: 0167-6687
Année de publication: 2018
Volumen: 82
Pages: 73-86
Type: Article