Portfolio choice with illiquid asset for a loss-averse pension fund investor
Zheng Chen, Zhongfei Li, Yan Zeng
| Year of publication: |
2023
|
|---|---|
| Authors: | Chen, Zheng ; Li, Zhongfei ; Zeng, Yan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 108.2023, p. 60-83
|
| Subject: | DC pension plan | Illiquid asset | Loss aversion | Martingale approach | Portfolio choice | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Altersvorsorge | Retirement provision | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | CAPM | Liquidität | Liquidity | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534511