Regret, portfolio choice, and guarantees in defined contribution schemes
type: Item
instance of: scholarly article
title: Regret, portfolio choice, and guarantees in defined contribution schemes
zbMATH Open document ID: 1098.91075
author: Alexander Muermann
author: Olivia S. Mitchell
author: Jacqueline M. Volkman
published in: Insurance Mathematics \& Economics
publication date: 2006-10-31T00:00:00Z
full work available at URL: https://repository.upenn.edu/prc_papers/390
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5069020
zbMATH Keywords: regret
zbMATH Keywords: investment
zbMATH Keywords: retirement saving
zbMATH Keywords: guarantee
MaRDI profile type: Publication
OpenAlex ID: W3121477978
cites work: Regret in Decision Making under Uncertainty
cites work: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund
cites work: Optimal investment strategies in the presence of a minimum guarantee.
cites work: A class of non-expected utility risk measures and implications for asset allocations
cites work: The power of suggestion: Inertia in \(401(k)\) participation and savings behavior
cites work: Regret theory with general choice sets
cites work: An axiomatic foundation for regret theory
DOI: 10.1016/J.INSMATHECO.2006.02.006
description: scientific article; zbMATH DE number 5069020