Optimal investment strategies and risk measures in defined contribution pension schemes.
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Publication:1394964
DOI10.1016/S0167-6687(02)00128-2zbMath1039.91025OpenAlexW2124640999MaRDI QIDQ1394964
Publication date: 25 June 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00128-2
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Cites Work
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- Prospect Theory: An Analysis of Decision under Risk
- Risk Aversion in the Small and in the Large
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- Optimal investment strategy for defined contribution pension schemes
- Decision analysis using targets instead of utility functions.
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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