Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions

Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions

The pension landscape is changing due to the market situation, and technological change has enabled financial innovations. Pension savers usually seek financial advice to make a personalised decision in selecting the right pension fund for them. As such, decision rules based on the assumed risk prof...

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Bibliographic Details
Main Authors: Audrius Kabašinskas, Kristina Šutienė, Miloš Kopa, Kęstutis Lukšys, Kazimieras Bagdonas
Format: Article
Language:English
Published: MDPI AG 2020-05-01
Series:Mathematics
Subjects:
stochastic dominance
pension funds
decision rules
network analysis
dominance ratio
semi-heavy tailed distribution
Online Access:https://www.mdpi.com/2227-7390/8/5/719

Internet

https://www.mdpi.com/2227-7390/8/5/719

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