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den Haan, T.R.B. (author), Chau, K. W. (author), van der Schans, M. (author), Oosterlee, C.W. (author)
In this work, we consider rule-based investment strategies for managing a defined contribution pension savings scheme, under the Dutch pension fund testing model. We find that dynamic, rule-based investment strategies can outperform traditional static strategies, by which we mean that the investor may achieve the target retirement income with...
journal article 2022