How good are default investment policies in defined contribution pension plans?
Daniel Duque, David P. Morton and Bernardo K. Pagnoncelli
| Year of publication: |
2021
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|---|---|
| Authors: | Duque, Daniel ; Morton, David P. ; Pagnoncelli, Bernardo K. |
| Published in: |
Journal of pension economics and finance : JPEF. - Cambridge : Cambridge Univ. Press, ISSN 1475-3022, ZDB-ID 2079705-9. - Vol. 20.2021, 2, p. 252-272
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| Subject: | Closed-loop policies | defined contribution | dynamic programming | stochastic dominance | utility functions | Pensionskasse | Pension fund | Nutzenfunktion | Utility function | Betriebliche Altersversorgung | Occupational pension plan | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1474747220000153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505367