Similar Search Results

Hong Kong : Risk or Alpha? Factor Analysis on the Hong Kong Stock Market – Additional Risk Factors or Anomalies?

Nicoletti, Nicola - 2011

This paper aims to analyze so-called anomalies or additional risk factors (other than market risk) on the Hong Kong … statistically significant value, momentum and other risk effects, with positive returns associated with these strategies, which … could either be classified as pure alpha (anomalies) or simply remuneration for additionally born risks (additional risk …

Persistent link: https://www.econbiz.de/10013123414

Dynamic asset allocation

Madhogarhia, Pawan K.; Lam, Marco - In: The journal of asset management 16 (2015) 5, pp. 293-302

Persistent link: https://www.econbiz.de/10011416515

Financial advisers can't overlook the prudent investor rule

Schanzenbach, Max M.; Sitkoff, Robert H. - 2016

diversification and an overall investment strategy having risk and return objectives reasonably suited to the purpose of the …

Persistent link: https://www.econbiz.de/10011578647

Trends in retirement plan contributions and asset allocations by TIAA participants : 2012 to 2018

Davis, Brent; Richardson, David P. - 2023

This paper examines how workers allocated their contributions and assets in their employer-sponsored retirement savings plans within the TIAA system over the 2012 to 2018 period. Consistent with previous research, we find that Lifecycle funds, an auto-diversified target-date fund with an...

Persistent link: https://www.econbiz.de/10014351453

Target-Driven Investing : Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion

Blake, David P. - 2016

switches to ‘portfolio insurance'. We show that the risk of failing to attain the target replacement ratio is significantly …

Persistent link: https://www.econbiz.de/10012997284

Age-Dependent Investing : Optimal Funding and Investment Strategies in Defined Contribution Pension Plans When Members are Rational Life Cycle Financial Planners

Blake, David P. - 2016

function, which allows a separation between risk aversion and the elasticity of intertemporal substitution. We also take into … versus future consumption, the desire for stable consumption over time, the member's attitude to risk, and changes in the …

Persistent link: https://www.econbiz.de/10012997297

Global Asset Allocation in Retirement : Buffett's Advice and a Simple Twist

Estrada, Javier - 2019

Warren Buffett has consistently advised investors to follow a simple approach, diversifying broadly and minimizing costs. In fact, he recommended the trustee that will manage his wife's bequest to stick to a simple 90-10 stock-bond portfolio. Is this a sensible strategy for retirees in general?...

Persistent link: https://www.econbiz.de/10012903090

Retirement Plan Participation and Asset Allocation

Copeland, Craig - 2006

This paper discusses the likelihood of a family head's participation in a retirement plan as it relates to plan type, employer size, and industry, and also examines asset allocation among 401(k)-type plan participants, defined benefit plan participants, and IRA owners

Persistent link: https://www.econbiz.de/10014073524

Retirement Plan Participation and Asset Allocation, 2007

Copeland, Craig - 2009

To establish existing savings behavior, it is necessary to estimate the percentage of workers with an employment-based retirement plan, and to know the characteristics of workers with and without a plan - the subject of this paper. The findings show that there has been a significant increase in...

Persistent link: https://www.econbiz.de/10013154337

Retirement Plan Participation and Asset Allocation, 2010

Copeland, Craig - 2013

To establish current savings behavior, one necessary measurement of retirement preparation is identifying the percentage of workers with employment-based retirement plans, as well as understanding the characteristics of workers with and without access to such programs. The findings from this...

Persistent link: https://www.econbiz.de/10013082778