A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits

The Journal of Portfolio Management, Vol. 45, Issue 3 Quantitative Special Issue 2019
 

Author(s):

John M. Mulvey

Professor - Princeton University, Operations Research and Financial Engineering Department

Lionel Martellini

Director - EDHEC-Risk Institute

Han Hao

Doctoral Student - Princeton University

Nongchao Li

Doctoral Student - Princeton University

The Journal of Portfolio Management, Vol. 45, Issue 3 Quantitative Special Issue 2019
 

Type: Academic publication
Date: le 01/03/2019
Research Cluster : Finance
Source : The Journal of Portfolio Management

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