Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016)

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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
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    Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (English)
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    17 July 2017
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    DC pension plan
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    minimum performance constraint
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    loss aversion
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    martingale approach
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    inflation risk
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