The implementation of Asset-liability management in pension funds
نویسندگان
چکیده
منابع مشابه
Combining System Dynamics and Asset-Liability Management in Pension Funds
System dynamics (SD) may amplify asset and liability management (ALM) methodology capability to be risk oriented. Therefore, this paper aims to apply SD principles to ALM models, in the specific case of pension funds. Conceptual issues assigned to ALM variables are described and a dynamic ALM approach, based on SD general principles and risk factors, is then examined. Risk must be defined in ta...
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ژورنال
عنوان ژورنال: Ekonomski signali
سال: 2019
ISSN: 1452-4457,2560-3302
DOI: 10.5937/ekonsig1901023l