Optimal pension fund management under multi-period risk minimization

Sona Kilianová, Georg Ch. Pflug. Optimal pension fund management under multi-period risk minimization. Annals OR, 166(1):261-270, 2009. [doi]

@article{KilianovaP09,
  title = {Optimal pension fund management under multi-period risk minimization},
  author = {Sona Kilianová and Georg Ch. Pflug},
  year = {2009},
  doi = {10.1007/s10479-008-0405-3},
  url = {http://dx.doi.org/10.1007/s10479-008-0405-3},
  researchr = {https://researchr.org/publication/KilianovaP09},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {166},
  number = {1},
  pages = {261-270},
}