Regret, portfolio choice, and guarantees in defined contribution schemes
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Publication:849592
DOI10.1016/J.INSMATHECO.2006.02.006zbMATH Open1098.91075OpenAlexW3121477978MaRDI QIDQ849592FDOQ849592
Authors: Alexander Muermann, Olivia S. Mitchell, Jacqueline M. Volkman 
Publication date: 31 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/prc_papers/390
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Cites Work
- Regret in Decision Making under Uncertainty
- The power of suggestion: Inertia in \(401(k)\) participation and savings behavior
- Optimal investment strategies in the presence of a minimum guarantee.
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- Regret theory with general choice sets
- A class of non-expected utility risk measures and implications for asset allocations
- An axiomatic foundation for regret theory
Cited In (11)
- Dynamic consumption and portfolio choice under prospect theory
- Markowitz with regret
- Hedging and the regret theory of the firm
- Regret aversion and annuity risk in defined contribution pension plans
- Dynamic Purchase Decisions Under Regret: Price and Availability
- Ranking blame
- A model of regret, investor behavior, and market turbulence
- Regret theory: state dominance and expected utility
- Regret theory and equilibrium asset prices
- Aversion to risk of regret and preference for positively skewed risks
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
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