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Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024
Persistent link: https://www.econbiz.de/10014631072
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A simple model of trading and pricing risky assets under ambiguity : any lessons for policy-makers?
Guidolin, Massimo; Rinaldi, Francesca - 2009
performance of individual securities. Risk premia (spreads) increase with the proportion of traders in the market who are averse …
Persistent link: https://www.econbiz.de/10003831933
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Does ownership matter? : Evidence from changes in institutional and strategic investors' equity holdings
Neumann, Robert; Voetmann, Torben - 1999
Persistent link: https://www.econbiz.de/10001421876
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Portfolio management for insurers and pension funds and COVID19 : targeting volatility for equity, balanced and target-date funds with leverage constraints
Bao Doan; Reeves, Jonathan J.; Sherris, Michael - 2021
Persistent link: https://www.econbiz.de/10012585979
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The life-cycle effects of pension reforms : a structural approach
Daminato, Claudio; Padula, Mario - 2020
Persistent link: https://www.econbiz.de/10012503546
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Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
Menoncin, Francesco; Vergalli, Sergio - 2019
In this work we solve in a closed form the problem of an agent who wants to optimise the inter-temporal utility of both his consumption and leisure by choosing: (i) the optimal inter-temporal consumption, (ii) the optimal inter-temporal labour supply, (iii) the optimal share of wealth to invest...
Persistent link: https://www.econbiz.de/10012006564
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Intergenerational risk sharing in pay-as-you-go pension schemes
Morsomme, Hélène; Alonso-García, Jennifer; Devolder, … - 2024
Persistent link: https://www.econbiz.de/10014534680
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The anatomy of index rebalancings: evidence from transaction data
Escobar, Mariana; Pandolfi, Lorenzo; Pedraza, Alvaro; … - 2021
Persistent link: https://www.econbiz.de/10012803354