DC pension fund benchmarking with fixed-mix portfolio optimization. (English) Zbl 1180.91258
Dempster, M. A. H. (ed.) et al., Quantitative fund management. Boca Raton, FL: CRC Press (ISBN 978-1-4200-8191-6/hbk). Chapman & Hall/CRC Financial Mathematics Series, 247-258 (2009).
MSC:
91G10