Regret, portfolio choice, and guarantees in defined contribution schemes
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Publication:849592
DOI10.1016/j.insmatheco.2006.02.006zbMath1098.91075OpenAlexW3121477978MaRDI QIDQ849592
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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Related Items (8)
Regret theory: state dominance and expected utility ⋮ A model of regret, investor behavior, and market turbulence ⋮ An equilibrium model of the supply chain network under multi-attribute behaviors analysis ⋮ Aversion to risk of regret and preference for positively skewed risks ⋮ Regret aversion and annuity risk in defined contribution pension plans ⋮ Markowitz with regret ⋮ Dynamic Purchase Decisions Under Regret: Price and Availability ⋮ Dynamic consumption and portfolio choice under prospect theory
Cites Work
- Regret theory with general choice sets
- Optimal investment strategies in the presence of a minimum guarantee.
- An axiomatic foundation for regret theory
- The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior
- Regret in Decision Making under Uncertainty
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
- A class of non-expected utility risk measures and implications for asset allocations
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