Optimal risk-sharing in pension funds when stock and labor markets are co-integrated
Ilja Boelaars and Roel Mehlkopf
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Boelaars, Ilja ; Mehlkopf, Roel |
| Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
| Subject: | Dynamic portfolio choice | Labor income risk | Pension | Retirement | Intergenerational risk-sharing | Funded pension systems | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Altersvorsorge | Retirement provision | Generationengerechtigkeit | Intergenerational equity | Gesetzliche Rentenversicherung | Public pension system | Einkommen | Income | Lohn | Wages | Kapitaldeckungsverfahren | Fully funded system | Overlapping Generations | Overlapping generations | Altersgrenze |
freely available
| Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
|---|---|
| Series: | DNB working papers. - Amsterdam : DNB, ZDB-ID 2435220-2. - Vol. no. 595 (May 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011856197