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Future Prospects for Notional Defined Contribution Schemes

Williamson, John B. - In: CESifo Forum 02 (2001) 4, pp. 19-24

Persistent link: https://www.econbiz.de/10011695669

Europe: Is There an Aging Crisis or is it a Public Pension Problem?

Disney, Richard - In: CESifo Forum 02 (2001) 4, pp. 25-30

Persistent link: https://www.econbiz.de/10011695670

After Another Decade of Reform: Do Pension Systems in Europe Converge?

Werding, Martin - In: CESifo DICE Report 01 (2003) 1, pp. 11-16

Persistent link: https://www.econbiz.de/10011696417

Assessing Old-age Pension Benefits: The Rules Applied In Different Countries

Werding, Martin - In: CESifo DICE Report 02 (2004) 2, pp. 55-63

Persistent link: https://www.econbiz.de/10011696473

Empirical risk factors in realized stock returns

Novák, Jiří; Petr, Dalibor - 2009

Measuring risk in the stock market context is one of the key challenges of modern finance. Despite of the substantial significance of the topic to investors and market regulators, there is a controversy over what risk factors should be used to price the assets or to determine the cost of...

Persistent link: https://www.econbiz.de/10010322253

Exponential or Power Distance-decay for Commuting? An Alternative Specification

de Vries, Jacob J.; Nijkamp, Peter; Rietveld, Piet - 2004

In this paper we determine the effect of transport cost on commuting flows, on the basis of an analysis of home-to-work journeys between municipalities in Denmark. Special attention is given to a proper estimation method and the form of the distance-decay function. It appears that neither an...

Persistent link: https://www.econbiz.de/10010325561

Saving after retirement and preferences for residual wealth

Fella, Giulio; Holm, Martin Blomhoff; Pugh, Thomas - 2024

We use administrative data for Norway to estimate an incomplete-market life-cycle model of retired singles and couples with a bequest motive, health-dependent utility, and uncertain longevity and health. We allow the parameters of the bequest utility to differ between households with and without...

Persistent link: https://www.econbiz.de/10014581860

Social security privatization and financial market risk : lessons from US financial history

Burtless, Gary - 2000

hypothetical pensions U.S. workers would have obtained between 1911 and 1999 if they had accumulated retirement savings in … with a new system of mandatory defined-contribution private pensions. Proponents claim that private plans offer better … present in certain types of public retirement system, but a public system has one important advantage over private pensions …

Persistent link: https://www.econbiz.de/10010260726

Ethical vs. non-ethical - is there a difference? Analyzing performance of ethical and non-ethical investment fund

Lundberg, Linnéa; Novák, Jiří; Vikman, Maria - 2009

Ethical investments have become increasingly popular over the past years. Ethical funds restrict their investment based on environmental, social and/or ethical criteria. Prior research on the performance of ethical versus non-ethical funds yields mixed results. This paper investigates the...

Persistent link: https://www.econbiz.de/10010322203

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV)...

Persistent link: https://www.econbiz.de/10011526121