A Multivariate Model of Strategic Asset Allocation with Longevity Risk

Emilio Bisetti, Carlo A. Favero, Giacomo Nocera, Claudio Tebaldi

Open source

DOI: 10.1017/s0022109017000692
Published: 2017-10
Container: Journal of Financial and Quantitative Analysis
Publisher: Cambridge University Press (CUP)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1017/s0022109017000692,
  title = {A Multivariate Model of Strategic Asset Allocation with Longevity Risk},
  author = {Emilio Bisetti and Carlo A. Favero and Giacomo Nocera and Claudio Tebaldi},
  year = {2017},
  journal = {Journal of Financial and Quantitative Analysis},
  doi = {10.1017/s0022109017000692},
  url = {https://doi.org/10.1017/s0022109017000692}
}

RIS

TY  - JOUR
TI  - A Multivariate Model of Strategic Asset Allocation with Longevity Risk
AU  - Emilio Bisetti
AU  - Carlo A. Favero
AU  - Giacomo Nocera
AU  - Claudio Tebaldi
PY  - 2017
JO  - Journal of Financial and Quantitative Analysis
DO  - 10.1017/s0022109017000692
UR  - https://doi.org/10.1017/s0022109017000692
ER  -

APA

Bisetti, E., Favero, C. A., Nocera, G., & Tebaldi, C. (2017). A Multivariate Model of Strategic Asset Allocation with Longevity Risk. Journal of Financial and Quantitative Analysis. https://doi.org/10.1017/s0022109017000692

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crossref · retrieved 2026-11-05T17:45:53.356Z