Modeling mispricing risk of defined contribution pension plan with a mean-variance criteria
Peiguang Wang, Zihui Wang, Wenli Wang
| Year of publication: |
2024
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| Authors: | Wang, Peiguang ; Wang, Zihui ; Wang, Wenli |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102237, p. 1-14
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| Subject: | Mispricing | Mean-variance | Sustainability of pensions | Lagrange dual theorem | Portfolio-Management | Portfolio selection | Theorie | Theory | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Betriebliche Altersversorgung | Occupational pension plan | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102237 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015134986