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~isPartOf:"Insurance / Mathematics & economics"
~person:"Chen, Zheng"
~subject:"Overlapping generations"
~subject:"Retirement provision"
~subject:"United Kingdom"
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Overlapping generations
Retirement provision
United Kingdom
Altersvorsorge
2
DC pension plan
2
Loss aversion
2
Martingale approach
2
Pension fund
2
Pensionskasse
2
Portfolio selection
2
Portfolio-Management
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Behavioural finance
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Illiquid asset
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Chen, Zheng
Li, Zhongfei
5
Liang, Zongxia
4
Zeng, Yan
4
Guan, Guohui
3
Beetsma, Roel
2
Cairns, Andrew
2
Chen, Damiaan H. J.
2
Devolder, Pierre
2
Donnelly, Catherine
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Guillén, Montserrat
2
Josa-Fombellida, Ricardo
2
Lin, Yijia
2
Lu, Yi
2
Milevsky, Moshe Arye
2
Nielsen, Jens Perch
2
Sun, Jingyun
2
Wang, Pei
2
Wang, Suxin
2
Wijnbergen, Sweder van
2
Yao, Haixiang
2
Ai, Jing
1
Alonso-García, J.
1
Alonso-García, Jennifer
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Andréasson, Johan G.
1
Beetsma, R. M. W. J.
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Berstein J., Solange
1
Bian, Lihua
1
Blake, David
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Boado-Penas, M. Carmen
1
Boonen, Tim J.
1
Brinker, Leonie V.
1
Brockett, Patrick L.
1
Broeders, Dirk
1
Bégin, Jean-François
1
Castaneda, Ranu
1
Chen, Zhiqiang
1
Chávez-Bedoya, Luis
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Insurance / Mathematics & economics
Journal of economic dynamics & control
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ECONIS (ZBW)
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Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
;
Sun, Jingyun
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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