piccoli.priscaprimavera@spes.uniud.it

Sede: DEAMS – UNITS

(Supervisor Alberto Dreassi)

Asset allocation of pension funds

My research project is based on a revisitation of the question of calculating the optimal asset allocation of a pension fund in the presence of mortality risk and the possibility for a pension sponsor to contribute money to the pension plan. It is interesting to notice how most research papers on this topic take into consideration, singularly, either specific constraints deriving from legislation on this subject or a predetermined time horizon. In the course of my research work, I aim at developing a model taking into account both of these factors.