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Optimal investment and optimal additional voluntary contribution rate of a DC pension fund in a jump-diffusion environment

Nkeki, Charles I. - In: Annals of financial economics 12 (2017) 4, pp. 1-26

Persistent link: https://www.econbiz.de/10011850385

Can pension funds partially manage longevity risk by investing in a longevity megafund?

Debonneuil, Edouard; Eyraud-Loisel, Anne; Planchet, … - In: Risks : open access journal 6 (2018) 3, pp. 1-27

Pension funds, which manage the financing of a large share of global retirement schemes, need to invest their assets in a diversified manner and over long durations while managing interest rate and longevity risks. In recent years, a new type of investment has emerged, that we call a longevity...

Persistent link: https://www.econbiz.de/10011867481

The effect of longevity risks on the performance of stock market

Choi, Hyung-Suk - In: Investment management and financial innovations 14 (2017) 1, pp. 173-180

Persistent link: https://www.econbiz.de/10011816708

An extreme value theory for measuring financial risk in the Uruguayan pension funds

Magnou, Guillermo - In: Revista de economía 24 (2017) 1, pp. 155-175

Persistent link: https://www.econbiz.de/10011924722

Modern pension fund diversification

Anderson, Martin; Chen, Shan; Hacking, James; … - In: The journal of asset management 15 (2014) 3, pp. 205-217

Persistent link: https://www.econbiz.de/10010415925

Pension fund investment in infrastructure : what have we learnt?

Inderst, Georg - In: Pensions : an international journal 15 (2010) 2, pp. 89-99

Persistent link: https://www.econbiz.de/10008702317

A stochastic dominance approach to pension-fund selection

Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina - In: IMA journal of management mathematics 33 (2022) 1, pp. 139-160

Persistent link: https://www.econbiz.de/10012654796

Cryptocurrencies as pension fund components : smart move or drinking the kool-aid?

Soland, Marco; Schueffel, Patrick - In: The journal of FinTech 1 (2021) 2, pp. 2150003-1-2150003-26

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Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior

Pimentel, Livia F.; Santiago, Leonardo P. - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 14-26

Persistent link: https://www.econbiz.de/10011561376

Where do French people invest their savings?

Candus, Emilie; Pfister, Christian; Sédillot, Franck - In: Banque de France bulletin / Quarterly selection of articles 48 (2017), pp. 5-21

Persistent link: https://www.econbiz.de/10011810380

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