Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000)
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scientific article; zbMATH DE number 6654912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal management of DC pension plan under loss aversion and value-at-risk constraints |
scientific article; zbMATH DE number 6654912 |
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Optimal management of DC pension plan under loss aversion and value-at-risk constraints (English)
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21 November 2016
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defined contribution pension plan
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portfolio choice
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stochastic interest rate
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stochastic contribution rate
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loss aversion
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value-at-risk
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martingale method
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