Multistage allocation problem for Mexican pension funds

The problem of multistage allocation is solved using the Target Date Fund (TDF) strategy subject to a set of restrictions which model the latest regulatory framework of the Mexican pension system. The investment trajectory or glide-path for a representative set of 14 assets of heterogeneous characte...

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Detalles Bibliográficos
Autores principales: García-Medina, Andrés, Hernández-Leandro, Norberto A., González Farías, Graciela, Muriel, Nelson
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8043405/
https://www.ncbi.nlm.nih.gov/pubmed/33848313
http://dx.doi.org/10.1371/journal.pone.0249857

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8043405/
https://www.ncbi.nlm.nih.gov/pubmed/33848313
http://dx.doi.org/10.1371/journal.pone.0249857

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