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Original Articles

DC pension fund benchmarking with fixed-mix portfolio optimization

, , , , , & show all
Pages 365-370 | Received 27 Apr 2007, Accepted 03 Jul 2007, Published online: 22 Aug 2007
 

Notes

†DC pension scheme participants typically make a lump sum initial payment and regular contributions to the pension fund which are employer matched.

†In practice 10 and 15 year horizons have also been employed.

‡Assets employed are Eurobonds of 1, 2, 3, 4, 5, 10 and 30 year maturities and equity represented by the Eurostock 50 index.

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