Calibration of risk aversion to real pension asset allocation
Jens-Philip Dehn-Toftehøj, Debbie Kusch Falden and Mogens Steffensen
| Year of publication: |
2025
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|---|---|
| Authors: | Dehn-Toftehøj, Jens-Philip ; Falden, Debbie Kusch ; Steffensen, Mogens |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 10, p. 1657-1674
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| Subject: | Portfolio optimization | CRRA utility | Life-cycle pension product | Multi-asset allocation | Personal finance | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Altersvorsorge | Retirement provision | Theorie | Theory | Pensionskasse | Pension fund | Lebenszyklus | Life cycle | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2554160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534310