Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Suxin Wang, Peiqi Wang and Shuhua Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Suxin ; Wang, Peiqi ; Zhang, Shuhua |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 34.2023, 2, p. 383-414
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| Subject: | Collective defined contribution pension plan | Intergenerational risk sharing | Stochastic interest rate | Stochastic dynamic programming | Portfolio management | Portfolio-Management | Portfolio selection | Theorie | Theory | Pensionskasse | Pension fund | Altersvorsorge | Retirement provision | Generationengerechtigkeit | Intergenerational equity | Risiko | Risk | Overlapping Generations | Overlapping generations |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpab038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313755