The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund
Robert J. Thomson, Taryn L. Reddy
| Year of publication: |
2016
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|---|---|
| Authors: | Thomson, Robert J. ; Reddy, Taryn L. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 10.2016, 2, p. 169-202
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| Subject: | Expected utility | Weighted average relative risk aversion | WARRA class | Retirement funds | Type-2 prudence | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Pensionskasse | Pension fund | Altersgrenze | Retirement | Theorie | Theory | Altersvorsorge | Retirement provision | Investmentfonds | Investment Fund | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499516000026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620748