Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion (Q315615)
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scientific article; zbMATH DE number 6629166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion |
scientific article; zbMATH DE number 6629166 |
Statements
Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion (English)
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22 September 2016
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defined contribution pension plan
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investment strategy
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loss aversion
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target replacement ratio
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threshold strategy
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portfolio insurance
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dynamic programming
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0.8232815861701965
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0.8089143633842468
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0.7980439066886902
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0.787112832069397
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0.786873996257782
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