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Defining Climate-Aligned Investment : An Analysis of Sustainable Finance Taxonomy Development

Tripathy, Aneil - 2020

The green bond market has grown rapidly since its inception in 2007. Climate-aligned standards provide investors with the confidence that their investments deliver a measurable climate benefit. Serving as a benchmark, these standards demonstrate alignment with the Paris Agreement, against which...

Persistent link: https://www.econbiz.de/10012824116

Optimal risk-sharing in pension funds when stock and labor markets are co-integrated

Boelaars, Ilja; Mehlkopf, Roel - 2018

Persistent link: https://www.econbiz.de/10011856197

Investment Strategies with Illiquid Life Insurance Investment and Intergenerational Return Smoothing

Kümmerle, Ruth - 2016

With-profit life insurance contracts are designed with a return smoothing collective savings component sharing the investment risks amongst different generations of policyholders. We analyze the resulting implications from the point of view of a multi-asset mean-variance investor by evaluating...

Persistent link: https://www.econbiz.de/10012997488

Intergenerational sharing of unhedgeable inflation risk

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - In: Insurance / Mathematics & economics 113 (2023), pp. 140-160

Persistent link: https://www.econbiz.de/10014466209

Redistribution in collective pension arrangements without a sponsor guarantee : hidden versus explicit risk transactions

Yi, Lu; Sanders, Barbara; Bégin, Jean-François - In: Journal of pension economics and finance : JPEF 21 (2022) 2, pp. 260-293

Persistent link: https://www.econbiz.de/10013166078

Intergenerational sharing of unhedgeable inflation risk

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2022 - This version: November 16, 2022

Persistent link: https://www.econbiz.de/10013468772

Intergenerational sharing of unhedgeable inflation risk

Chen, Damiaan H. J.; Beetsma, Roel; Wijnbergen, Sweder van - 2022 - This version: November 16, 2022

We explore how members of a collective pension scheme can share inflation risks in the absence of suitable financial market instruments. Using intergenerational risk sharing arrangements, risks can be allocated better across the various participants of a collective pension scheme than would be...

Persistent link: https://www.econbiz.de/10013460026

Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan

Wang, Suxin; Wang, Peiqi; Zhang, Shuhua - In: IMA journal of management mathematics 34 (2023) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10014313755

Sustainability and its relation to efficiency under uncertainty

Krysiak, Frank C. - In: Economic theory : official journal of the Society for … 41 (2009) 2, pp. 297-315

Persistent link: https://www.econbiz.de/10003874071

How sustainable is Swiss real estate? : evidence from institutional property portfolios

Alessandrini, Fabio; Jondeau, Eric; Lang, Ghislaine; … - 2022

We evaluate the sustainability of real estate investment vehicles in Switzerland according to the three Environmental … companies, funds, and foundations) inquiring about their sustainability practices. Based on the data of this survey, we assess … on the three pillars of sustainability. We find that, in the aggregate, the performance of real estate investment …

Persistent link: https://www.econbiz.de/10013202812

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