Daniel Duque

Northwestern University - Department of Industrial Engineering and Management Sciences

2145 Sheridan Road

Room C210

Evanston, IL 60208

United States

  • Northwestern University - Department of Industrial Engineering and Management Sciences

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How Good Are Default Investment Policies in Defined Contribution Pension Plans?

Number of pages: 26 Posted: 27 Oct 2019
Daniel Duque, David Morton and Bernardo Pagnoncelli
Northwestern University - Department of Industrial Engineering and Management Sciences, Northwestern University - Department of Industrial Engineering and Management Sciences and Lille School of Management Research Center
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Abstract:

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Defined Contribution, Closed-Loop Policies, Dynamic Programming, Utility Functions, Stochastic Dominance