Optimal asset allocation strategy for defined-contribution pension plans with different exponential utility functions
Year of publication: |
2015
|
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Authors: | Ma, Qing-Ping |
Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 33.2015, p. 1-33
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory |
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