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Korean Journal of Financial Studies 2006;35(4):191-221.
Published online August 31, 2006.
The Optimal Portfolio for the Pension Fund Investors
Chong Hyun Won
연기금의 다기간 전략적 자산배분
원종현
Key Words: 금리위험,다기간 자산배분,신용위험,연기금,위험기피도,Asset allocation,Credit risk,HJB-Equation,Market risk,Pension fund
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