Optimal asset allocation for DC pension plans under inflation
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference21 articles.
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2. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund;Boulier;Insurance: Mathematics and Economics,2001
3. Stochastic interest rates and the bond-stock mix;Brennan;European Finance Review,2000
4. Dynamic asset allocation under inflation;Brennan;Journal of Finance,2002
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