Financial crisis: a new measure for risk of pension fund portfolios

TitleFinancial crisis: a new measure for risk of pension fund portfolios
Publication TypeJournal Article
Year of Publication2015
AuthorsCadoni, MIole, Melis, R, Trudda, A
JournalPLOS ONE
Volume10
Pagination1–12
URLhttp://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0129471&type=printable
DOI10.1371/journal.pone.0129471
Keywordsbrownian motion, Finance, Monte Carlo method, probability density, random variables, regulations, stochastic processes, telecommunications