Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
DOI10.1016/j.jedc.2012.08.001zbMath1345.91067OpenAlexW3121891376MaRDI QIDQ315615
Douglas Wright, Yumeng Zhang, David Blake
Publication date: 22 September 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/6844/1/Target-driven%20investing.pdf
dynamic programmingloss aversionportfolio insurancedefined contribution pension planinvestment strategytarget replacement ratiothreshold strategy
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