Cushion option on CPPI strategy for defined-contribution pension plans
Anil Gulveren, Busra Zeynep Temocin and A. Sevtap Selcuk-Kestel
| Year of publication: |
2025
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|---|---|
| Authors: | Gulveren, Anil ; Temocin, Busra Zeynep ; Selcuk-Kestel, A. Sevtap |
| Published in: |
Journal of pension economics and finance : JPEF. - Cambridge : Cambridge Univ. Press, ISSN 1475-3022, ZDB-ID 2079705-9. - Vol. 24.2025, 4, p. 501-515
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| Subject: | CPPI strategy | defined contribution pension plan | exotic (cushion) option | portfolio allocation | risk management | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Betriebliche Altersversorgung | Occupational pension plan | Risikomanagement | Risk management | Altersvorsorge | Retirement provision | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S147474722500006X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550203