Dynamic liability-driven investment under sponsor's loss aversion
Year of publication: |
2024
|
---|---|
Authors: | Lee, Dong-Hwa ; Sung, Jooho |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 2, Art.-No. 38, p. 1-14
|
Subject: | defined-benefit pension plan | liability-driven investment | loss aversion | prospect theory | Prospect Theory | Prospect theory | Pensionskasse | Pension fund | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Verlust | Loss |
-
Consumption and portfolio choice under loss aversion and endogenous updating of the reference level
Bilsen, Servaas van, (2020)
-
Loss aversion around the world : Empirical evidence from pension funds
Xie, Yuxin, (2018)
-
Aversion to a sure loss : turning investors into gamblers
Ferenčak, Miroslav, (2018)
- More ...
-
Jung, Hyeonjong, (2022)
-
Kim, Daehwan, (2023)
-
Lee, Kyonghee, (2010)
- More ...