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Financial Crisis: A New Measure for Risk of Pension Fund Portfolios

It has been argued that pension funds should have limitations on their asset allocation, based on the risk profile of the different financial instruments available on the financial markets. This issue proves to be highly relevant at times of market crisis, when a regulation establishing limits to ri...

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Detalles Bibliográficos
Autores principales: Cadoni, Marinella, Melis, Roberta, Trudda, Alessandro
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4473272/
https://www.ncbi.nlm.nih.gov/pubmed/26086529
http://dx.doi.org/10.1371/journal.pone.0129471