Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal management of DC pension plan under loss aversion and value-at-risk constraints |
scientific article |
Statements
Optimal management of DC pension plan under loss aversion and value-at-risk constraints (English)
0 references
21 November 2016
0 references
defined contribution pension plan
0 references
portfolio choice
0 references
stochastic interest rate
0 references
stochastic contribution rate
0 references
loss aversion
0 references
value-at-risk
0 references
martingale method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
