How do the consideration of non-normal return distributions and of higher moments influence the optimal asset allocation in Swiss pension funds?
Crossref DOI link: https://doi.org/10.1007/s12297-018-0410-9
Published Online: 2018-08-23
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Müller, Philipp
Wagner, Joël
Text and Data Mining valid from 2018-08-23
Article History
First Online: 23 August 2018