Risk Management for Pension Funds : A Continuous Time Approach with Applications in R /
This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framewo...
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| Format: | Book |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Springer,
2021
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| Edition: | 1st ed. 2021 |
| Series: | EURO Advanced Tutorials on Operational Research,
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