Optimal design of the guarantee for defined contribution funds

Journal of Economic Dynamics and Control

Volumn 28, Issue 11, 2004, Pages 2239-2260

  Deelstra, Griselda ^a   Grasselli, Martino ^b   Koehl, Pierre François ^c  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b UNIVERSITY OF VERONA   (Italy)

^c Emerging Markets Research (FOE)   (France)

Author keywords

Guarantee; Pension funds; Portfolio choice; Stochastic optimization; Variational calculus

Indexed keywords

EID: 4043113684     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.10.003     Document Type: Article

References (11)

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