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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

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

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

Required capital for long-run risks

Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - In: Journal of economic dynamics & control 144 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013543160

Optimal inflation risk sharing among pension fund participants

Branger, Nicole; Rodrigues, Paulo Jorge Maurício; … - 2024

Persistent link: https://www.econbiz.de/10015190395

Retirement Revolution : Unmitigated Risks in the Defined Contribution Society

Tucker, Anne M. - 2013

Persistent link: https://www.econbiz.de/10013086247

The Implications of Complexity for Systemic Risk in the Superannuation System

Donald, M. Scott - 2014

The funds, entities and regulators involved in the Australian superannuation industry together comprise a system that is complex and dynamic. The differentiation between roles and the distribution of responsibility offers the system as a whole resilience against local failure. However the...

Persistent link: https://www.econbiz.de/10013058177