Individual pension risk preference elicitation and collective asset allocation with heterogeneity
Gosse A.G. Alserda, Benedict G.C. Dellaert, Laurens Swinkels, Fieke S. G. van der Lecq
| Year of publication: |
2019
|
|---|---|
| Authors: | Alserda, Gosse A. G. ; Dellaert, Benedict G. C. ; Swinkels, Laurens ; Lecq, Fieke van der |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 101.2019, p. 206-225
|
| Subject: | Asset allocation | Composite score | Pension fund | Risk preference elicitation | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Pensionskasse | Risikoaversion | Risk aversion | Altersvorsorge | Retirement provision | Niederlande | Netherlands |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.02.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162674