Minimum return guarantees, investment caps, and investment flexibility

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Minimum return guarantees, investment caps, and investment flexibility. / Mahayni, Antje; Schneider, Judith C.
in: Review of Derivatives Research, Jahrgang 19, Nr. 2, 01.07.2016, S. 85-111.

Publikation: Beiträge in ZeitschriftenZeitschriftenaufsätzeForschungbegutachtet

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@article{dae22d5b43b0499ca604c417ee343051,
title = "Minimum return guarantees, investment caps, and investment flexibility",
abstract = "We study the merits of capped retirement products with guarantee for investors who have the flexibility to dynamically adjust their investment strategy. All contracts under consideration are fairly priced such that the net profit of the provider is zero. Without the rider, an expected utility maximizing CRRA investor does not want an investment cap. Here, she commits herself to a strategy a priori. With the flexibility rider, the optimization problem changes and the optimal strategy is a response to an exogenously set price. A fair pricing then anticipates the optimal response of the investor. We show that the maximum expected utility of the investor can, for anticipated fairly priced products, be obtained for a finite cap. Thus, a capped product design can give a Pareto improvement to the otherwise uncapped contract version.",
keywords = "Investment caps, Investment flexibility, Minimum return guarantees, Pareto efficient contract design, Management studies",
author = "Antje Mahayni and Schneider, {Judith C.}",
year = "2016",
month = jul,
day = "1",
doi = "10.1007/s11147-015-9116-5",
language = "English",
volume = "19",
pages = "85--111",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer Science+Business Media B.V.",
number = "2",

}

RIS

TY - JOUR

T1 - Minimum return guarantees, investment caps, and investment flexibility

AU - Mahayni, Antje

AU - Schneider, Judith C.

PY - 2016/7/1

Y1 - 2016/7/1

N2 - We study the merits of capped retirement products with guarantee for investors who have the flexibility to dynamically adjust their investment strategy. All contracts under consideration are fairly priced such that the net profit of the provider is zero. Without the rider, an expected utility maximizing CRRA investor does not want an investment cap. Here, she commits herself to a strategy a priori. With the flexibility rider, the optimization problem changes and the optimal strategy is a response to an exogenously set price. A fair pricing then anticipates the optimal response of the investor. We show that the maximum expected utility of the investor can, for anticipated fairly priced products, be obtained for a finite cap. Thus, a capped product design can give a Pareto improvement to the otherwise uncapped contract version.

AB - We study the merits of capped retirement products with guarantee for investors who have the flexibility to dynamically adjust their investment strategy. All contracts under consideration are fairly priced such that the net profit of the provider is zero. Without the rider, an expected utility maximizing CRRA investor does not want an investment cap. Here, she commits herself to a strategy a priori. With the flexibility rider, the optimization problem changes and the optimal strategy is a response to an exogenously set price. A fair pricing then anticipates the optimal response of the investor. We show that the maximum expected utility of the investor can, for anticipated fairly priced products, be obtained for a finite cap. Thus, a capped product design can give a Pareto improvement to the otherwise uncapped contract version.

KW - Investment caps

KW - Investment flexibility

KW - Minimum return guarantees

KW - Pareto efficient contract design

KW - Management studies

UR - http://www.scopus.com/inward/record.url?scp=84946781476&partnerID=8YFLogxK

U2 - 10.1007/s11147-015-9116-5

DO - 10.1007/s11147-015-9116-5

M3 - Journal articles

AN - SCOPUS:84946781476

VL - 19

SP - 85

EP - 111

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

IS - 2

ER -

DOI