Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero. Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. European Journal of Operational Research, 201(1):211-221, 2010. [doi]

Authors

Ricardo Josa-Fombellida

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Juan Pablo Rincón-Zapatero

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