Work

Dynamic allocation decisions in the presence of funding ratio constraints

Year: 2012

Type: article

Source: Journal of Pensions Economics and Finance

DOI: 10.1017/s1474747212000194

Authors: LIONEL MARTELLINI, VINCENT MILHAU

Institution: Ecole des Hautes Etudes Commerciales du Nord

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2114946975

FWCI: 2.127

Cites: 49

Cited by: 21

Related to: 10