Bayesian adaptive portfolio optimization for DC pension plans
Shuping Gao, Junyi Guo, Xiaoqing Liang
| Year of publication: |
2025
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|---|---|
| Authors: | Gao, Shuping ; Guo, Junyi ; Liang, Xiaoqing |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 122.2025, p. 262-274
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| Subject: | DC pension | Inflation risk | Minimum guarantee | Partial information | Bayesian approach | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Theorie | Theory | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Inflation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2025.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015432090