How can defined contribution pension plans benefit from momentum and mean reversion ?
Year of publication: |
2011
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Authors: | Chetouane, Mabrouk |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Mean Reversion | Investment strategies | Defined contribution plan | Momentum |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in European Actuarial Journal, 2011, Vol. 1, no. supp. 2. pp. 199-231.Length: 32 pages |
Classification: | J32 - Nonwage Labor Costs and Benefits; Private Pensions ; J26 - Retirement; Retirement Policies ; G23 - Pension Funds; Other Private Financial Institutions ; G11 - Portfolio Choice |
Source: |
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