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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Bibliographic reference Battocchio, Paolo ; Menoncin, Francesco ; Scaillet, Olivier. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases. ECON Discussion Papers ; 2003/29 (2003)
Permanent URL http://hdl.handle.net/2078.1/5645