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On Optimal Allocations of Target-Date Funds
Gabudean, Radu; Gomes, Francisco; Michaelides, Alexander; … - 2021
We study optimal life-cycle portfolio allocation and its application to target-date fund (TDF) design. We show that … optimal TDF allocation must be explicitly linked to a savings rate; for example, a higher savings rate generating higher …
Persistent link: https://www.econbiz.de/10013222561
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Pareto optimal pension risk allocations
Muns, Sander; Werker, Bas J. M. - In: De economist : quarterly review of the Royal … 170 (2022) 1, pp. 133-172
Persistent link: https://www.econbiz.de/10013184164
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Pareto optimal pension risk allocations
Muns, Sander; Werker, Bas J. M. - 2022
Persistent link: https://www.econbiz.de/10013341263
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Performance persistence of pension fund management
Tonks, Ian (contributor) - 2002
Persistent link: https://www.econbiz.de/10003358151
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Strategic interactions and portfolio choice in money management : theory and evidence
Pedraza, Alvaro - In: Journal of money, credit and banking : JMCB 47 (2015) 8, pp. 1531-1569
Persistent link: https://www.econbiz.de/10011483947
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The efficiency of target-date funds
Tang, Ning; Lin, Yen-Ting - In: The journal of asset management 16 (2015) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10011411961
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Optimal symmetric no-trade ranges in asset rebalancing strategy with transaction costs : an application to the government pension investment fund in Japan
Hibiki, Norio; Yamamoto, Rei - In: Asia-Pacific journal of risk and insurance : APJRI 8 (2014) 2, pp. 293-327
Persistent link: https://www.econbiz.de/10010393548
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The performance of external pension fund management companies in South Africa
Joao, M. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 21 (1997) 3, pp. 47-66
Persistent link: https://www.econbiz.de/10001373416
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Untersuchung zur Währungsproblematik aus Sicht schweizerischer Anlagestiftungen
Illmer, Stefan Joachim - 1995
Persistent link: https://www.econbiz.de/10000914094
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The outlook for endowment and pension funds
Mozes, Haim A.; Steffens, John Launny - In: The journal of wealth management : JWM 24 (2021) 1, pp. 120-131
Persistent link: https://www.econbiz.de/10012519223