Asset allocation for a DC pension plan with dynamic attention
| Year of publication: |
2025
|
|---|---|
| Authors: | Peng, Xingchun ; Fan, Shiqi |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 82.2025, Art.-No. 107513, p. 1-14
|
| Subject: | DC pension plan | Dynamic attention | Minimum guarantee | Partial information | Stochastic interest rate | Portfolio-Management | Portfolio selection | Theorie | Theory | Pensionskasse | Pension fund | Zins | Interest rate | Private Altersvorsorge | Private retirement provision | Stochastischer Prozess | Stochastic process | Altersvorsorge | Retirement provision | Betriebliche Altersversorgung | Occupational pension plan |
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