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Life cycle versus balanced funds : an emerging market perspective
Louw, Elbie; Van Schalkwyk, Cornelis Hendrik; Reyers, … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011778237
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Optimal consumption, investment and housing with means-tested public pension in retirement
Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, … - In: Insurance / Mathematics & economics 75 (2017), pp. 32-47
Persistent link: https://www.econbiz.de/10011740706
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Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk
Chen, Zheng; Li, Zhongfei; Zeng, Yan; Sun, Jingyun - In: Insurance / Mathematics & economics 75 (2017), pp. 137-150
Persistent link: https://www.econbiz.de/10011740793
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Tax uncertainty and retirement savings diversification
Brown, David C.; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 126 (2017) 3, pp. 689-712
Persistent link: https://www.econbiz.de/10011818249
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Impact of persistent bad returns and volatility on retirement outcomes
Basu, Anup K.; Wiafe, Osei K. - In: Finance research letters 21 (2017), pp. 201-205
Persistent link: https://www.econbiz.de/10011807779
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Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei; Li, Zhongfei - In: Insurance / Mathematics & economics 80 (2018), pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
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Implementing individual savings decisions for retirement with bounds on wealth
Donnelly, Catherine W.; Guillén, Montserrat; Nielsen, … - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10011875583
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Impact of pension system structure on international financial capital allocation
Staveley-O'Carroll, James; Staveley-O'Carroll, Olena M. - In: European economic review : EER 95 (2017), pp. 1-22
Persistent link: https://www.econbiz.de/10011812003
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Does retirement flexibility provide a hedge against macroeconomic risk?
Adema, Yvonne; Bonenkamp, Jan; Meijdam, Lex - In: Journal of pension economics and finance 17 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011843366
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Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Josa-Fombellida, Ricardo; López-Casado, Paula; … - In: Insurance / Mathematics & economics 82 (2018), pp. 73-86
Persistent link: https://www.econbiz.de/10011929838