Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints.
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| Title: | Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints. |
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| Authors: | Doan, Bao1 (AUTHOR), Reeves, Jonathan J.2 (AUTHOR), Sherris, Michael3 (AUTHOR) m.sherris@unsw.edu.au |
| Source: | Annals of Actuarial Science. Mar2024, Vol. 18 Issue 1, p78-101. 24p. |
| Database: | Business Source Ultimate |
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| ISSN: | 17484995 |
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| DOI: | 10.1017/S1748499523000143 |
