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Defined contribution pension plans : who has seen the risk?
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of risk and financial management : JRFM 12 (2019) 2/70, pp. 1-27
The trend towards eliminating defined benefit (DB) pension plans in favour of defined contribution (DC) plans implies that increasing numbers of pension plan participants will bear the risk that final realized portfolio values may be insufficient to fund desired retirement cash flows. We compare...
Persistent link: https://www.econbiz.de/10012022143
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Dynamic mean variance asset allocation : tests for robustness
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-37
Persistent link: https://www.econbiz.de/10011777889
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Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Applied mathematical finance 29 (2022) 5, pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
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Defined contribution pension plans: Who has seen the risk?
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-27
The trend towards eliminating defined benefit (DB) pension plans in favour of defined contribution (DC) plans implies that increasing numbers of pension plan participants will bear the risk that final realized portfolio values may be insufficient to fund desired retirement cash flows. We compare...
Persistent link: https://www.econbiz.de/10012611128