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Portability, salary and asset price risk : a continuous-time expected utility comparison of DB and DC pension plans

Chen, An; Uzelac, Filip - In: Risks : open access journal 3 (2015) 1, pp. 77-102

This paper compares two different types of private retirement plans from the perspective of a representative beneficiary: a defined benefit (DB) and a defined contribution (DC) plan. While salary risk is the main common risk factor in DB and DC pension plans, one of the key differences is that...

Persistent link: https://www.econbiz.de/10010509440

Are lifecycle funds appropriate as default options in participant-directed retirement plans?

Basu, Anup K.; Chen, En Te; Clements, Adam - In: Economics letters 124 (2014) 1, pp. 51-54

Persistent link: https://www.econbiz.de/10010489805

Tail risk in pension funds : an analysis using ARCH models and bilinear processes

Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331

Persistent link: https://www.econbiz.de/10010490407

Optimal savings management for individuals with defined contribution pension plans

Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247

Persistent link: https://www.econbiz.de/10010492965

Evaluation of the 3rd pillar pension funds in Lithuania

Jurevičienė, Daiva; Volkova, Marina - In: Journal of business economics and management 15 (2014) 4, pp. 684-707

Persistent link: https://www.econbiz.de/10010415319

Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion

Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209

Persistent link: https://www.econbiz.de/10009703603

Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion

Blake, David; Wright, Douglas; Zhang, Yumeng - 2011

Persistent link: https://www.econbiz.de/10009537381

Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners

Blake, David; Wright, Douglas; Zhang, Yumeng - 2011

Persistent link: https://www.econbiz.de/10009537388

Dynamic optimal pension fund portfolios when risk preferences are heterogeneous among pension participants

Honda, Toshiki - In: International review of finance 12 (2012) 3, pp. 329-355

Persistent link: https://www.econbiz.de/10009671372

Dynamic lifecycle strategies for target date retirement funds

Basu, Anup K.; Byrne, Alistair; Drew, Michael E. - In: The journal of portfolio management : a publication of … 37 (2010/11) 2, pp. 83-96

Persistent link: https://www.econbiz.de/10009273912

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