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Browsing Háskólinn í Reykjavík by Author "Ólafsson, Sverrir"

Browsing Háskólinn í Reykjavík by Author "Ólafsson, Sverrir"

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    Asset Allocation Driven by Liabilities: Application to the Icelandic Pension System 
    Magnússon, Guðmundur; Ólafsson, Sverrir (Viðskiptafræðideild og hagfræðideild Háskóla Íslands, viðskiptafræðideild Háskólans í Reykjavík og Seðlabanki Íslands, 2017-12-19)
    In conventional portfolio management returns are maximised subject to given risk levels. In this framework the only variables of relevance are risk and returns and their interrelationship as expressed in terms of the efficient frontier. It is increasingly ...