Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?

Tomás Gutierrez, Bernardo Pagnoncelli, Davi Valladão e Arturo Cifuentes. "Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?" In: Insurance: Mathematics and Economics, v. 86, maio de 2019, pp 134-144.

https://www.sciencedirect.com/science/article/pii/S0167668718301331