Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Year of publication: |
2021
|
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Authors: | Wang, Pei ; Shen, Yang ; Zhang, Ling ; Kang, Yuxin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 384-407
|
Subject: | DC pension plan | Dynamic equilibrium | Filtering technique | Learning | Return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Betriebliche Altersversorgung | Occupational pension plan | Altersvorsorge | Retirement provision | Prognose | Forecast | Lernprozess | Learning process |
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