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DC pension fund benchmarking with fixed-mix portfolio optimization

Author

Listed:
  • M. A. H. Dempster
  • E. A. Germano
  • M. Medova
  • M. I. Rietbergen
  • F. Sandrini
  • M. Scrowston
  • N. Zhang

Abstract

No abstract is available for this item.

Suggested Citation

  • M. A. H. Dempster & E. A. Germano & M. Medova & M. I. Rietbergen & F. Sandrini & M. Scrowston & N. Zhang, 2007. "DC pension fund benchmarking with fixed-mix portfolio optimization," Quantitative Finance, Taylor & Francis Journals, vol. 7(4), pages 365-370.
    • Handle: RePEc:taf:quantf:v:7:y:2007:i:4:p:365-370
    DOI: 10.1080/14697680701511196
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    References listed on IDEAS

    as
    1. M. A. H. Dempster & M. Germano & E. A. Medova & M. I. Rietbergen & F. Sandrini & M. Scrowston, 2007. "Designing minimum guaranteed return funds," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 245-256.
    2. Fleten, Stein-Erik & Hoyland, Kjetil & Wallace, Stein W., 2002. "The performance of stochastic dynamic and fixed mix portfolio models," European Journal of Operational Research, Elsevier, vol. 140(1), pages 37-49, July.
    3. John M. Mulvey & Cenk Ural & Zhuojuan Zhang, 2007. "Improving performance for long-term investors: wide diversification, leverage, and overlay strategies," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 175-187.
    4. Michael A. H. Dempster & Igor V. Evstigneev & Klaus R. Schenk-hoppe, 2007. "Volatility-induced financial growth," Quantitative Finance, Taylor & Francis Journals, vol. 7(2), pages 151-160.
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