Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016)
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scientific article; zbMATH DE number 6747611
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| English | Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk |
scientific article; zbMATH DE number 6747611 |
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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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0.8537167906761169
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0.8534541726112366
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0.8461372256278992
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0.8408266305923462
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0.8317310810089111
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