Daily Archives: February 15, 2013

The Application of Numeraire Portfolio in Pensions

This interview was first published by the Global Association of Risk Professionals on February 14, 2013 http://www.garp.org/risk-news-and-resources/2013/february/the-application-of-numeraire-portfolio-in-pensions.aspx?altTemplate=PrintStory Prof. Eckhard Platen’s “Benchmark Approach” addresses problems posed by long-term contracts The complexities of pension fund management and maximizing retiree returns are compounded … Continue reading

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