Dynamic preferences for popular investment strategies in pension funds
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Publication:4576975
DOI10.1080/03461238.2014.954606zbMath1401.91101OpenAlexW2052424671MaRDI QIDQ4576975
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.954606
Related Items (7)
Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion ⋮ Optimal investment in defined contribution pension schemes with forward utility preferences ⋮ Optimal investment and consumption when allowing terminal debt ⋮ PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND ⋮ Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences ⋮ Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes ⋮ Around the Life Cycle: Deterministic Consumption-Investment Strategies
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