DC pension fund benchmarking with fixed-mix portfolio optimization

Author： Dempster M. A. H.   Germano E. A.   Medova M.   Rietbergen M. I.   Sandrini F.   Scrowston M.   Zhang N.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.7, Iss.4, 2007-08, pp. : 365-370

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