Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Pei Wang, Yang Shen, Ling Zhang, Yuxin Kang
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Pei ; Shen, Yang ; Zhang, Ling ; Kang, Yuxin |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 384-407
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| Subject: | DC pension plan | Dynamic equilibrium | Filtering technique | Learning | Return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Pensionskasse | Pension fund | Lernprozess | Learning process | Betriebliche Altersversorgung | Occupational pension plan | Portfolio-Management | Portfolio selection | Dynamisches Gleichgewicht |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622401