Narrow search
Showing 1 - 10 of 98,398
Cover Image
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
Cover Image
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
Cover Image
Risk, return and portfolio allocation under alternative pension arrangements with imperfect financial markets
Miles, David - 2001
between funded and unfunded systems when there are sources of uninsurable risk that are allocated in different ways by …
Persistent link: https://www.econbiz.de/10014460977
Cover Image
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David - 2001
Persistent link: https://www.econbiz.de/10013423389
Cover Image
Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian - In: Journal of public economics 92 (2008) 5/6, pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
Cover Image
By how much can a diversified approach to investing improve the prospects of reducing a DB pensions deficit?
Brigden, Andrew (contributor); Clare, Andrew D. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003740996
Cover Image
Risk, return and portfolio allocation under alternative pension systems with incomplete and imperfect financial markets
Miles, David; Černý, Aleš - In: The economic journal : the journal of the Royal … 116 (2006), pp. 529-557
Persistent link: https://www.econbiz.de/10003319341
Cover Image
How do individual accounts work in the Swedish pension system?
Palme, Mårten; Söderlind, Paul; Sundén, Annika E. - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 636-646
Persistent link: https://www.econbiz.de/10003484000
Cover Image
Portfolio allocation for public pension funds
Pennacchi, George G.; Rastad, Mahdi - 2010
"This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations … public pension fund management, we find evidence that funds chose greater overall asset - liability portfolio risk following …, pension plans take more risk when they have greater representation by plan participants on their Boards of Trustees …
Persistent link: https://www.econbiz.de/10008697801
Cover Image
Performance and risk measurement for pension funds
Plantinga, Auke - In: Pension fund risk management : financial and actuarial …, (pp. 71-84). 2010
Persistent link: https://www.econbiz.de/10003938144