Financial crisis: a new measure for risk of pension fund portfolios
Title | Financial crisis: a new measure for risk of pension fund portfolios |
Publication Type | Journal Article |
Year of Publication | 2015 |
Authors | Cadoni, MIole, Melis, R, Trudda, A |
Journal | PLOS ONE |
Volume | 10 |
Pagination | 1–12 |
URL | http://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0129471&type=printable |
DOI | 10.1371/journal.pone.0129471 |
Keywords | brownian motion, Finance, Monte Carlo method, probability density, random variables, regulations, stochastic processes, telecommunications |