Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
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DOI: 10.1016/j.insmatheco.2019.02.009
Abstract: Abstract In defined contribution (DC) pension schemes, the regulator usually imposes asset allocation constraints (minimum and maximum limits by asset class) in order to create funds with different risk–return profiles. In this article, we challenge… read more here.
Keywords: return profiles; asset allocation; risk; risk return ... See more keywords