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Its all back to front : critical issues in the design of defined contribution pension plans
Blake, David (contributor) - 2007
Persistent link: https://www.econbiz.de/10003449324
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - 2011
Persistent link: https://www.econbiz.de/10009537381
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Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 38 (2014), pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
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Liability valuation and optimal asset allocation
Inkmann, Joachim; Blake, David - 2004
Persistent link: https://www.econbiz.de/10002379026
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Discussion of "It is all back to front : critical issues in the design of defined contribution pension plans"
Berstein J., Solange - In: Frontiers in pension finance, (pp. 160 - 164). 2008
Persistent link: https://www.econbiz.de/10014559872
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Fixed and variable longevity income annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - In: The journal of risk & insurance 90 (2023) 4, pp. 831-860
Persistent link: https://www.econbiz.de/10014443608
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Fixed and variable longevity annuities in defined contribution plans : optimal retirement portfolios taking social security into account
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S. - 2023
This paper investigates retirees' optimal purchases of fixed and variable longevity income annuities using their defined contribution (DC) plan assets and given their expected Social Security benefits. As an alternative, we also evaluate using plan assets to boost Social Security benefits...
Persistent link: https://www.econbiz.de/10013554899