Work

Regime switching based portfolio selection for pension funds

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.02.003

Authors: Karl Frauendorfer, Ulrich Jacoby, Alvin Schwendener

Institution: University of St.Gallen

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2021098203

FWCI: 1.398

Cites: 36

Cited by: 25

Related to: 10