Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model (original) (raw)
Related papers
Pension funds’ asset allocation and participant age: A test of the life-cycle model (Online First)
2012
Pension Funds, Life-Cycle Asset Allocation and Performance Evaluation 1
2009
Pension Funds, Life-Cycle Asset Allocation and Performance Evaluation ∗
2009
Portfolio Size and Lifecycle Asset Allocation in Pension Funds Preliminary Draft: Comments welcome
2009
Financial markets trend: ageing and pension system reform
2006
Asset allocation and age effects in retirement savings choices
Accounting & Finance, 2009
As time goes by: An investigation of how asset allocation varies with investor age
Economics Letters, 2006
Towards age-differentiation in funded collective pensions
The Journal of Portfolio Management
Ageing and the Payout Phase of Pensions, Annuities and Financial Markets
SSRN Electronic Journal, 2000
Journal of Economic Dynamics and Control, 2014
Pension fund sophistication and investment policy
2009
The Consequences of Population Aging on Private Pension Fund Saving and Asset Markets
1994
What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds
SSRN Electronic Journal, 2000
Investment choices through the Ages
Differentiating indexation in Dutch pension funds [revised version]
2011
A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Journal of Financial and Quantitative Analysis, 2017
2004
Pension Fund Investment from Ageing to Emerging Markets
OECD Development Centre Policy Briefs, 1995
The Evolution of Private Pensions, the Effects of Aging, and the Variance in Assets
Managing the demographic risk of pension systems
2016
Risk Sharing and Individual Lifecycle Investing in Funded Collective Pensions
SSRN Electronic Journal, 2000
The Influence of Pension Scheme Maturity on Investment Strategies of Pension Funds in Kenya
International Journal of Business and Management
Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation
Jay Light, Zvi Bodie, Randall Morck
1986
Pension funds performance evaluation: a utility based approach
2009
Asset allocation and age effects in superannuation investment choice
The Influence of Life Expectancy in the Determination of Pension Fund Investments
Integral, 2013
A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds
Arxiv preprint arXiv:1106.5081, 2011
2010