Risk-taking behavior after COVID-19; global implications for financial markets and pensions

This project analyzes the effects of a global asymmetric shock in risk aversion on investment opportunities. Subsequently, different pension schemes will be compared to gain insight into how pension funds can best absorb the shock. An overlapping generation model (OLG), in which the (unforeseen) impact of a disaster (such as COVID-19) causes a greater increase in risk aversion in younger generations, will be analyzed.

Read the paper here.

Netspar, Network for Studies on Pensions, Aging and Retirement, is a thinktank and knowledge network. Netspar is dedicated to promoting a wider understanding of the economic and social implications of pensions, aging and retirement in the Netherlands and Europe.

MORE ABOUT NETSPAR


Mission en strategy           •           Network           •           Organisation           •          Magazine
Board Brief            •            Actionplan 2023-2027           •           Researchagenda

ABOUT NETSPAR

Our partners

B20231704_DNB_Blacklogo
svb
B20211216_shell download
B20160708_uva
B20200924_Ortec Finance logo 250px_banner_small
View all partners