During the financial crisis of 2008, the market value of retirement assets held in stock fell by 32 percent. The … retirement. The results show that equally weighted portfolio of stocks and bonds performs better than a portfolio of 100% stock …

. Requiring all persons to annuitize their retirement account balances at a specified age is one way to substantially reduce the …

Risk parity has been considered a heuristic asset allocation method. In this paper, we show that, to the contrary, risk … parity is a special case of a mean-risk type of a portfolio optimization problem with log-regularization to constrain weights … unconstrained mean-risk portfolio and a risk parity (or risk budgeted in general) portfolio. We also demonstrate in a Bayesian …

portfolios that help mitigating climate change risk but at the same time enable harvesting well-established return drivers such …

All individuals need to decide how much to save during their working years, how much to spend during retirement, and … exposure evolve during retirement is the ultimate issue explored in this article. After considering declining-equity, rising …