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Optimal Asset Allocation of Pension Funds with a Portfolio Constraint Change
Jongho Park, Bong-Gyu Jang
Korean J Financ Stud.
2024;53(5):489-524.
Published online October 30, 2024
DOI:
https://doi.org/10.26845/KJFS.2024.10.53.5.489
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Optimal Asset Allocation of Pension Funds under a Value-at-Risk Constraint
Jiwon Chae, Bong-Gyu Jang
Korean J Financ Stud.
2021;50(1):113-134.
Published online February 28, 2021
DOI:
https://doi.org/10.26845/KJFS.2021.02.50.1.113
Cited By 1
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The Study of Investment Target with ALM Scheme in National Pension Fund
Chong Hyun Won
Korean J Financ Stud.
2009;38(1):27-51.
Published online March 31, 2009
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