The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic
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Publication:1925935
DOI10.1016/J.ECONLET.2012.06.026zbMath1254.91761OpenAlexW2002517884MaRDI QIDQ1925935
Ennio Bilancini, Massimo D'Antoni
Publication date: 27 December 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2012.06.026
Related Items (2)
OPTIMAL MIX BETWEEN PAY AS YOU GO AND FUNDING FOR PENSION LIABILITIES IN A STOCHASTIC FRAMEWORK ⋮ The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic
Cites Work
- A characterization of the distributions that imply mean-variance utility functions
- Comparative statics under uncertainty: The case of mean-variance preferences.
- A portfolio approach to the optimal funding of pensions
- The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic
- Parametric characterizations of risk aversion and prudence
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