A portfolio choice problem under risk capacity constraint
Year of publication: |
2022
|
---|---|
Authors: | Tian, Weidong ; Zhu, Zimu |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 3, p. 285-326
|
Subject: | Leverage constraint | Longevity risk | Retirement portfolio | Risk capacity | Portfolio-Management | Portfolio selection | Risiko | Risk | Sterblichkeit | Mortality | Altersvorsorge | Retirement provision |
-
Sequence and longevity risks of South Korean retirees : insights and potential remedies
Ko, Hyungjin, (2024)
-
A new defined benefit pension risk measurement methodology
Ai, Jing, (2015)
-
Asset demands and consumption with longevity risk
Jang, Bong-Gyu, (2016)
- More ...
-
Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint
Tian, Weidong, (2020)
-
An equilibrium-based measure of systemic risk
Ivanov, Katerina, (2021)
-
A welfare analysis of capital insurance
Panttser, Ekaterina, (2013)
- More ...