Pension funds rules: Paradoxes in risk control
Title | Pension funds rules: Paradoxes in risk control |
Publication Type | Journal Article |
Year of Publication | 2017 |
Authors | Cadoni, MIole, Melis, R, Trudda, A |
Journal | FINANCE RESEARCH LETTERS |
Volume | 22 |
Pagination | 20–29 |
URL | http://www.sciencedirect.com/science/article/pii/S1544612316301994?via%3Dihub |
DOI | 10.1016/j.frl.2017.05.003 |
Keywords | Finance, Investment risk, multifractional brownian motion, pension funds, risk control |