Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
type: Item
instance of: scholarly article
title: Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
zbMATH Open document ID: 1419.91357
author: Yinghui Dong
author: Harry Zheng
published in: Insurance Mathematics \& Economics
publication date: 2019-03-28T00:00:00Z
full work available at URL: http://hdl.handle.net/10044/1/66843
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 49N90
zbMATH DE Number: 7043764
zbMATH Keywords: short-selling constraints
zbMATH Keywords: loss aversion
zbMATH Keywords: dual control
zbMATH Keywords: inflation risk
zbMATH Keywords: portfolio insurance
MaRDI profile type: Publication
OpenAlex ID: W2907227994
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Wikidata QID: Q128626817
DOI: 10.1016/J.INSMATHECO.2018.12.005
description: scientific article; zbMATH DE number 7043764