EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS
Year of publication: |
2007
|
---|---|
Authors: | SOUMARÉ, ISSOUF |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 10.2007, 07, p. 1159-1190
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Equilibrium asset pricing | excess holdings | incomplete markets | investment restrictions | portfolio choice |
-
Why does return predictability concentrate in bad times?
Cujean, Julien, (2017)
-
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing, (2017)
-
Why does return predictability concentrate in bad times?
Cujean, Julien, (2017)
- More ...
-
Guidara, Alaa, (2013)
-
Synthetizing a debt guarantee: Super-replication versus utility approach
Jacques, Sébastien, (2011)
-
Does Foreign Direct Investment Reduce Poverty in Africa and are There Regional Differences?
Gohou, Gaston, (2012)
- More ...