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Countercyclical labor income risk and portfolio choices over the life cycle

Catherine, Sylvain - In: The review of financial studies 35 (2022) 9, pp. 4016-4054

Persistent link: https://www.econbiz.de/10013350139

Optimal dynamic asset allocation of pension fund in mortality and salary risks framework

Liang, Zongxia; Ma, Ming - In: Insurance / Mathematics & economics 64 (2015), pp. 151-161

Persistent link: https://www.econbiz.de/10011397973

Portfolio choices, firm shocks and uninsurable wage risk

Fagereng, Andreas; Guiso, Luigi; Pistaferri, Luigi - 2016

Persistent link: https://www.econbiz.de/10011581155

Portability, salary and asset price risk : a continuous-time expected utility comparison of DB and DC pension plans

Chen, An; Uzelac, Filip - In: Risks : open access journal 3 (2015) 1, pp. 77-102

beneficiary: a defined benefit (DB) and a defined contribution (DC) plan. While salary risk is the main common risk factor in DB … price risk. We model these tradeoffs explicitly in this paper and compare these two plans in a utility-based framework. Our … of risk aversion, which is inconsistent with the existing literature. …

Persistent link: https://www.econbiz.de/10010509440