Portfolio Allocation for Public Pension Funds
收藏NBER2010-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w16456
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资源简介：
This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management maximize their own utility of compensation. The
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美国国家经济研究局创建时间：
2010-10-01
