Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference21 articles.
1. Optimal portfolio choice under loss aversion;Berkelaar;Review of Economics and Statistics,2004
2. PensionMetrics: stochastic pension plan design and value at risk during the accumulation phase;Blake;Insurance: Mathematics and Economics,2001
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4. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund;Boulier;Insurance: Mathematics and Economics,2001
5. Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans;Cairns;Journal of Economic Dynamics and Control,2006
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