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

Ricardo Josa-FombellidaJuan Pablo Rincón-Zapatero
Published in: Eur. J. Oper. Res. (2010)
Keyphrases
  • asset allocation
  • decision making
  • asymptotically optimal
  • portfolio management
  • control policies
  • genetic algorithm
  • multi objective
  • optimal strategy
  • optimal portfolio