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Asset management in public DB and non-DB Pension Plans
Farrell, James; Shoag, Daniel W. - In: Journal of pension economics and finance 15 (2016) 4, pp. 379-406
Persistent link: https://www.econbiz.de/10011566870
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Optimal portfolio allocation for corporate pension funds
McCarthy, David J.; Miles, David - 2011
Persistent link: https://www.econbiz.de/10008859018
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Optimal portfolio allocation for corporate pension funds
McCarthy, David J.; Miles, David - 2007
Persistent link: https://www.econbiz.de/10003515787
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Seasonal anomalies in pension plans
Andreu, Laura; Ortiz, Cristina; Sarto, José Luis - In: The journal of behavioral finance : a publication of … 14 (2013) 4, pp. 301-310
Persistent link: https://www.econbiz.de/10010256342
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On the Equity and Interest Rate Predictability for Balanced Portfolios and Coverage Ratios for Pension Plans
Hamelink, Foort - 2011
The purpose of this study is twofold. On one hand we derive an optimal allocation framework between stocks and bonds, with and without a momentum factor, taking into account a regime-switching model based on monthly equity and interest rate data since 1870. On the other, we investigate the...
Persistent link: https://www.econbiz.de/10013119533
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Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin - In: Insurance / Mathematics & economics 100 (2021), pp. 384-407
Persistent link: https://www.econbiz.de/10012622401
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The information content of corporate pension funding status in Japan
Goto, Shingo; Yanase, Noriyoshi - In: Journal of business finance & accounting : JBFA 43 (2016) 7/8, pp. 903-949
Persistent link: https://www.econbiz.de/10011627675
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Non Gaussian returns and pension funds asset allocation
Hamayon, Stéphane; Legros, Florence; Pradat, Yannick - In: Review of accounting & finance 15 (2016) 4, pp. 416-444
Persistent link: https://www.econbiz.de/10011645392
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The economic consequences of accounting standards : evidence from risk-taking in pension plans
Anantharaman, Divya; Chuk, Elizabeth C. - In: The accounting review : a publication of the American … 93 (2018) 4, pp. 23-51
Persistent link: https://www.econbiz.de/10011906582
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Defined contribution pension plans and mutual fund flows
Sialm, Clemens; Starks, Laura T.; Zhang, Hanjiang - In: Journal of investment management : JOIM 16 (2018) 3, pp. 31-45
Persistent link: https://www.econbiz.de/10011923024