Optimal collective investment: The impact of sharing rules, management fees and guarantees

Erstveröffentlichung
2021
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Wissenschaftlicher Artikel


Authors
Chen, An
Nguyen, Thai
Rach, Manuel
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Versicherungswissenschaften
Published in
Journal of Banking & Finance ; 123 (2021). - Art.-Nr. 106012. - ISSN 0378-4266. - eISSN 1872-6372
Link to publication
https://dx.doi.org/10.1016/j.jbankfin.2020.106012
Keywords
Collective investment; Guarantee design; Risk sharing; Pension fund; Management fees; PORTFOLIO MANAGEMENT; RISK-AVERSION; EQUILIBRIUM; INSURANCE; CONSUMPTION; ALLOCATION; VALUATION; POLICIES; MARKETS
Dewey Decimal Group
DDC 330 / Economics
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