TY  - JOUR 
AU  - Josa Fombellida, Ricardo
AU  - López Casado, Paula
AU  - Rincón Zapatero, Juan Pablo
PY  - 2018
UR  - http://uvadoc.uva.es/handle/10324/41752
AB  - The paper studies the optimal asset allocation problem of a defined benefit pension plan that operates in a financial market composed of risky assets whose prices are constant elasticity variance processes. The benefits paid to the participants are...
LA  - spa
PB  - Elsevier
TI  - Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
DO  - 10.1016/j.insmatheco.2018.06.011
ER  -