Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
David Blake; Douglas Wright; Yumeng Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Blake, David ; Wright, Douglas ; Zhang, Yumeng |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 1, p. 195-209
|
| Subject: | Defined contribution pension plan | Investment strategy | Loss aversion | Target replacement ratio | Threshold strategy | Portfolio insurance | Dynamic programming | Portfolio-Management | Portfolio selection | Pensionskasse | Pension fund | Risikoaversion | Risk aversion | Altersvorsorge | Retirement provision | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009703603