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Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation

Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 905-938

Persistent link: https://www.econbiz.de/10012656736

Risk management of variable annuities

Ruez, Frederik - 2017

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Risk capacity portfolio construction

Sherwood, Matthew W. - In: The journal of investing : JOI 30 (2021) 2, pp. 31-52

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The Canadian pension fund model : a quantitative portrait

Beath, Alexander D.; Betermier, Sebastien; Flynn, Chris; … - In: The journal of portfolio management : JPM 47 (2021) 5, pp. 159-177

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Post-retirement labor and non-retirement risky asset allocation

Curnutt, Gary; Sun, Qi; Guillemette, Michael - In: The journal of retirement : JOR 9 (2021) 1, pp. 112-123

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Optimal allocation of retirement portfolios

Maritato, Kevin; Lane, Morton; Murphy, Matthew; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-17

A retiree with a savings account balance, but without a pension, is confronted with an important investment decision that has to satisfy two conflicting objectives. Without a pension, the function of the savings is to provide post-employment income to the retiree. At the same time, most retirees...

Persistent link: https://www.econbiz.de/10013206042