Hedging Labor Income Inflation Uncertainties through Capital Market in Defined Contribution Pension Schemes
碩士 === 國立政治大學 === 風險管理與保險學系 === 93 === In this study, we investigate the portfolio selection problem in order to hedge the labor income and inflation uncertainties for defined contribution (DC) pension schemes. First, we extend the previous work of Battocchio and Menoncin (2004) that allowed the sta...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46612249910365566151 |
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