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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.
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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An: 175918922
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: 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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  Data: <searchLink fieldCode="AR" term="%22Doan%2C+Bao%22">Doan, Bao</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Reeves%2C+Jonathan+J%2E%22">Reeves, Jonathan J.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Sherris%2C+Michael%22">Sherris, Michael</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> m.sherris@unsw.edu.au</i>
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  Data: <searchLink fieldCode="JN" term="%22Annals+of+Actuarial+Science%22">Annals of Actuarial Science</searchLink>. Mar2024, Vol. 18 Issue 1, p78-101. 24p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=175918922
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1017/S1748499523000143
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      – Code: eng
        Text: English
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        PageCount: 24
        StartPage: 78
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      – TitleFull: 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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            NameFull: Doan, Bao
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            NameFull: Reeves, Jonathan J.
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            NameFull: Sherris, Michael
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            – D: 01
              M: 03
              Text: Mar2024
              Type: published
              Y: 2024
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              Value: 18
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            – TitleFull: Annals of Actuarial Science
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