Pension funds rules: Paradoxes in risk control

TitlePension funds rules: Paradoxes in risk control
Publication TypeJournal Article
Year of Publication2017
AuthorsCadoni, MIole, Melis, R, Trudda, A
JournalFINANCE RESEARCH LETTERS
Volume22
Pagination20–29
URLhttp://www.sciencedirect.com/science/article/pii/S1544612316301994?via%3Dihub
DOI10.1016/j.frl.2017.05.003
KeywordsFinance, Investment risk, multifractional brownian motion, pension funds, risk control