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Dynamic preferences for popular investment strategies in pension funds - MaRDI portal

Dynamic preferences for popular investment strategies in pension funds (Q4576975)

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scientific article; zbMATH DE number 6901760
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English
Dynamic preferences for popular investment strategies in pension funds
scientific article; zbMATH DE number 6901760

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    Dynamic preferences for popular investment strategies in pension funds (English)
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    11 July 2018
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    forward utility
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    CPPI strategy
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    life-cycle fund
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    HARA utility
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    SAHARA utility
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