Optimal Investment for a DC Pension Plan under VaR Regulations and Minimum Insurance with Inflation Risk
Year of publication: |
[2022]
|
---|---|
Authors: | WU, Chufang ; Gu, Jiawen ; Ching, Wai-Ki ; So, Chi Chiu |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Inflation | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Altersvorsorge | Retirement provision |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4005410 [DOI] |
Classification: | G11 - Portfolio Choice ; G22 - Insurance; Insurance Companies ; E31 - Price Level; Inflation; Deflation |
Source: | ECONIS - Online Catalogue of the ZBW |
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