Optimal investment strategies and risk measures in defined contribution pension schemes-Reference-Cited by-同舟云学术

Optimal investment strategies and risk measures in defined contribution pension schemes

Published:2002-08 Issue:1 Volume:31 Page:35-69
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Haberman Steven,Vigna Elena

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference13 articles.

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3. Thinking coherently;Artzner;Risk,1997

4. Coherent risk measures;Artzner;Mathematical Finance,1998

5. Bellman, R., Kalaba, R., 1965. Dynamic Programming and Modern Control Theory. Academic Press, New York.

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