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SSRN eLibrary Search Results
Pension Risk Management eJournal
352,811 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Showing Papers 1 - 50 of 2,105
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Extreme Risk, Excess Return and Leverage: The LP Formula
Olivier Le Marois , Julie Mikhalevsky and Raphael Douady
fluks , Independent and Riskdata
Date Posted: October 24, 2014
Working Paper Series

Incl. Electronic Paper Survey Expectations of Returns and Asset Pricing Puzzles
Ralph S. J. Koijen , Maik Schmeling and Evert B. Vrugt
London Business School - Department of Finance , City University London - Sir John Cass Business School and VU University Amsterdam, PGO-IM
Date Posted: October 23, 2014
Working Paper Series
28 downloads

Incl. Electronic Paper Investing in a Multidimensional Market
Forthcoming, Financial Analysts Journal, Vol. 70, No. 6, November/December 2014
Bruce I. Jacobs, Ph.D. and Kenneth N. Levy
Jacobs Levy Equity Management and Jacobs Levy Equity Management
Date Posted: October 20, 2014
Accepted Paper Series
18 downloads

Incl. Electronic Paper Appendix to Managing Sponsor Risk in Pension Plans: Derivation and Implementation of First-Best Strategies
Samuel J. Sender
Tilburg University - Department of Econometrics & Operations Research
Date Posted: October 14, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Modern Real Estate Portfolio Management (MREPM): Applications in Modern and Post-Modern Real Estate Portfolio Theory (MREPT/PMREPT)
Lawrence Anthony Souza
Golden Gate University
Date Posted: October 13, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper Options Delta Hedging with No Options at All
University of Warsaw Faculty of Economic Sciences Working Paper No. 27/2014
Juliusz Jablecki , Ryszard Kokoszczynski , Pawel Sakowski , Robert Slepaczuk and Piotr Wojcik
University of Warsaw - Faculty of Economic Sciences , Warsaw University - Dept. of Economics , University of Warsaw , University of Warsaw - Faculty of Economic Sciences and University of Warsaw - Faculty of Economic Sciences
Date Posted: October 12, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Optimal Investment Strategies for Defined Contribution Pension Funds with Multiple Contributors
Dawei Gu and Jingyi Zhang
Tulane University - A.B. Freeman School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Date Posted: October 12, 2014
Working Paper Series
5 downloads

Incl. Electronic Paper Do Pension Plans Manipulate Pension Liabilities?
Michael Kisser , John Kiff and Mauricio Soto
Norwegian School of Economics (NHH) , International Monetary Fund and International Monetary Fund (IMF)
Date Posted: October 08, 2014
Working Paper Series
6 downloads

Incl. Fee Electronic Paper Distributional Effects of Means Testing Social Security: An Exploratory Analysis
NBER Working Paper No. w20546
Alan L. Gustman , Thomas L. Steinmeier and Nahid Tabatabai
Dartmouth College - Department of Economics , Texas Tech University - Department of Economics and Geography and Dartmouth College - Department of Economics
Date Posted: October 06, 2014
Working Paper Series

Incl. Electronic Paper Floor and Upside Investing in Retirement without Annuities
Gordon Irlam
Independent
Date Posted: October 04, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Efficient Versus Inefficient Hedging Strategies in the Presence of Financial and Longevity (Value at) Risk
Insurance: Mathematics and Economics, Vol. 55, 2014, Carlo Alberto Notebooks, n.308, October 2013
Luca Regis
IMT Institute for Advanced Studies
Date Posted: September 24, 2014
Working Paper Series
30 downloads

Incl. Electronic Paper Initial Performance of Pension Privatization in Eastern Europe – Are Reform Reversals Justified?
Nikola Altiparmakov
Serbian Fiscal Council
Date Posted: September 24, 2014
Working Paper Series
16 downloads

Incl. Electronic Paper Retirement Risk, Rising Equity Glidepaths, and Valuation-Based Asset Allocation
Michael E. Kitces and Wade D. Pfau
The Kitces Report & Nerd's Eye View and The American College
Date Posted: September 18, 2014
Working Paper Series
1241 downloads

Incl. Electronic Paper Optimal Portfolio Choice in Retirement with Participating Life Annuities
Ralph Rogalla
Goethe University Frankfurt - Department of Finance
Date Posted: September 14, 2014
Working Paper Series
9 downloads

Incl. Electronic Paper The Overlooked Option for Boosting Retirement Savings: Higher Limits for RRSPS
C.D. Howe Institute e-Brief 183
Alexandre Laurin
C.D. Howe Institute
Date Posted: September 14, 2014
Working Paper Series
2 downloads

Incl. Electronic Paper Lessons from the Efforts to Manage the Shift Away from Defined Benefit Plans to Defined Contribution Plans in Australia, the United Kingdom, and the United States
Elizabeth F. Brown
Georgia State University - Department of Risk Management and Insurance
Date Posted: September 09, 2014
Working Paper Series
114 downloads

Incl. Electronic Paper Reducing Model Risk via Positive and Negative Dependence Assumptions
Valeria Bignozzi , Giovanni Puccetti and Ludger Rüschendorf
School of Economics and Management , School of Economics and Management and University of Freiburg
Date Posted: September 05, 2014
Working Paper Series
61 downloads

Incl. Electronic Paper Optimal Annuity Purchases for Australian Retirees
UNSW Australia Business School Research Paper No. 2014ACTL06
Fedor Iskhakov , Susan Thorp and Hazel Bateman
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) , University of Technology Sydney (UTS) - School of Finance and Economics and University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
Date Posted: September 03, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Conditional Sharpe Ratios
Victor Chow and Christine W. Lai
West Virginia University and Yuan Ze University
Date Posted: September 02, 2014
Working Paper Series
55 downloads

Incl. Electronic Paper Does VIX Truly Measure Return Volatility?
Victor Chow , Wanjun Jiang and Jingrui Li
West Virginia University , Guang Hua School of Management, Peking University and West Virginia University
Date Posted: August 31, 2014
Last Revised: October 08, 2014
Working Paper Series
344 downloads

Incl. Electronic Paper Rebalancing Risk
Nicolas M Granger , Douglas Greenig , Campbell R. Harvey , Sandy Rattray and David Zou
Man Group , Independent , Duke University - Fuqua School of Business , AHL / Man Systematic Strategies and Man Group plc - AHL Man Systematic Strategies
Date Posted: August 30, 2014
Last Revised: October 04, 2014
Working Paper Series
854 downloads

Incl. Electronic Paper Avoiding FCPA Liability by Tightening Internal Controls: Considerations for Institutional Investors and Corporate Counsel
H. David Kotz and Susan Mangiero
Berkeley Research Group,LLC and Fiduciary Leadership, LLC
Date Posted: August 30, 2014
Last Revised: September 03, 2014
Working Paper Series
13 downloads

Incl. Electronic Paper Stochastic Volatility of Financial Assets and Default Risk
Yuri A. Katz
S&P Capital IQ
Date Posted: August 29, 2014
Working Paper Series
81 downloads

Incl. Electronic Paper Age of Decision: Pension Savings Withdrawal and Consumption and Debt Response
Sumit Agarwal , Jessica Pan and Wenlan Qian
National University of Singapore , National University of Singapore (NUS) and National University of Singapore - NUS Business School
Date Posted: August 28, 2014
Last Revised: September 27, 2014
Working Paper Series
69 downloads

Incl. Electronic Paper The Vulnerability of Low Wage Human Service Workers in Retirement: Policy Implications
Journal of Public Management & Social Policy, Spring 2011
Stephen K. Aikins and Joan E. Pynes
University of South Florida and University of South Florida
Date Posted: August 26, 2014
Accepted Paper Series
4 downloads

Incl. Electronic Paper Governance and Performance of Private Pension Funds: Australian Evidence
Kevin Liu
University of New South Wales (UNSW), Australian School of Business - School of Risk & Actuarial Studies,
Date Posted: August 22, 2014
Working Paper Series
22 downloads

Default Investment Strategies in a Defined Contribution Pension System: A Pension Risk Model Application for the Chilean Case
Journal of Pension Economics and Finance, 12(4), pp. 379-414
Félix Villatoro , Solange Berstein and Olga Fuentes
Adolfo Ibanez University , Independent and Independent
Date Posted: August 15, 2014
Accepted Paper Series

Incl. Electronic Paper Let's Save Retirement
Russell L. Olson and Douglas W. Phillips
University of Rochester and University of Rochester
Date Posted: August 12, 2014
Working Paper Series
507 downloads

Incl. Electronic Paper Rethinking ERISA's Promise of Income Security in a World of 401(k) Plans
Connecticut Insurance Law Journal, Vol. 20, p. 371, 2014, U. of Pittsburgh Legal Studies Research Paper No. 2014-26
Lawrence A. Frolik
University of Pittsburgh - School of Law
Date Posted: August 11, 2014
Last Revised: August 21, 2014
Accepted Paper Series
120 downloads

Incl. Electronic Paper Muni Bonds, Pension Liabilities and Investment Due Diligence
American Bankruptcy Institute Journal, 2014, Boston U. School of Management Research Paper No. 2477244
Susan Mangiero , Israel Shaked and Brad Orelowitz
Fiduciary Leadership, LLC , Boston University School of Management and Michel-Shaked Group
Date Posted: August 08, 2014
Accepted Paper Series
24 downloads

Incl. Electronic Paper Retirement, Pension Systems and Models of Pension Systems
Peijie Wang , Miao Zhang , Rory Shand and Kerry E. Howell
IÉSEG , Kingston University , University of Plymouth and University of Plymouth - Plymouth Business School
Date Posted: August 08, 2014
Working Paper Series
42 downloads

Incl. Electronic Paper Bounds on Total Economic Capital: The DNB Case Study
Forthcoming in Extremes
Kjersti Aas and Giovanni Puccetti
Norwegian Computing Center and School of Economics and Management
Date Posted: August 07, 2014
Accepted Paper Series
25 downloads

Incl. Electronic Paper Pension Plans 2014
Nicholas A. Paleveda
Northeastern University
Date Posted: August 06, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Does Regulation Matter? Riskiness and Procyclicality in Pension Asset Allocation
Ling-Ni Boon , Marie Briere and Sandra Rigot
Amundi Asset Management , Amundi Asset Management and French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN)
Date Posted: August 05, 2014
Working Paper Series
25 downloads

Incl. Electronic Paper Exponential Smoothing, Long Memory and Volatility Prediction
CEIS Working Paper No. 319
Tommaso Proietti
University of Rome II - Department of Economics and Finance
Date Posted: August 05, 2014
Working Paper Series
60 downloads

Incl. Electronic Paper The Social Security Windfall Elimination and Government Pension Offset Provisions for Public Employees in the Health and Retirement Study
Social Security Bulletin. 74(3): 55-69.
Alan L. Gustman , Thomas L. Steinmeier and Nahid Tabatabai
Dartmouth College - Department of Economics , Texas Tech University - Department of Economics and Geography and Dartmouth College - Department of Economics
Date Posted: August 05, 2014
Accepted Paper Series
20 downloads

Incl. Electronic Paper Why Some Workers Should Be Allowed a 'Buy-In' for Social Security: A Policy Suggestion to Reduce the Regressive Adjustments of the Windfall Elimination Provision
Laura L. Coogan
Nicholls State University
Date Posted: August 03, 2014
Working Paper Series
11 downloads

Incl. Electronic Paper What Does Consistent Participation in 401(k) Plans Generate? Changes in 401(k) Account Balances, 2007-2012
EBRI Issue Brief, Number 402 (July 2014)
Jack VanDerhei , Sarah Holden , Luis Alonso and Steven Bass
Employee Benefit Research Institute (EBRI) , Investment Company Institute , Employee Benefit Research Institute (EBRI) and Investment Company Institute
Date Posted: August 02, 2014
Accepted Paper Series
16 downloads

Incl. Electronic Paper Social Security Finances: Findings of the 2014 Trustees Report
Social Security Brief, No. 44, July 2014
Elisa Walker , Virginia P. Reno and Thomas N. Bethell
National Academy of Social Insurance (NASI) , National Academy of Social Insurance (NASI) and National Academy of Social Insurance (NASI)
Date Posted: August 02, 2014
Accepted Paper Series
5 downloads

Incl. Electronic Paper The Automatic Adjustment of Pension Expenditures in Spain: An Evaluation of the 2013 Pension Reform
Banco de Espana Working Paper No. 1420
Alfonso R. Sanchez Martin
Universidad Pablo de Olavide
Date Posted: July 30, 2014
Working Paper Series
7 downloads

Incl. Electronic Paper Actuarial Adjustments, Retirement Behaviour and Worker Heterogeneity
Matthias Nicolas Giesecke
Independent
Date Posted: July 27, 2014
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Pensions for Singles and Couples
Review of Income and Wealth, Vol. 60, Issue 3, pp. 480-498, 2014
Bruce Bradbury
University of New South Wales (UNSW) - Social Policy Research Centre (SPRC)
Date Posted: July 26, 2014
Accepted Paper Series

Incl. Electronic Paper Retirement Replacement Rates and Saving Behavior
Netspar Discussion Paper No. 07/2014-032
Eelco Zandberg
University of Groningen
Date Posted: July 26, 2014
Working Paper Series
15 downloads

Incl. Electronic Paper Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guarantees
Yao Tung Huang and Yue Kuen Kwok
Hong Kong University of Science and Technology, Department of Mathematics and Hong Kong University of Science & Technology - Department of Mathematics
Date Posted: July 26, 2014
Working Paper Series
26 downloads

Incl. Electronic Paper Economic Growth and Funded Pension Systems
Netspar Discussion Paper No. 07/2014-030
Michiel J. Bijlsma , Casper Van Ewijk and Ferry Haaijen
CPB Netherlands Bureau of Economic Policy Analysis , Universiteit van Amsterdam and Strategies in Regulated Markets (SiRM)
Date Posted: July 24, 2014
Last Revised: August 05, 2014
Working Paper Series
8 downloads

Incl. Fee Electronic Paper Financial Literacy and Retirement Planning in Canada
NBER Working Paper No. w20297
David Boisclair , Annamaria Lusardi and Pierre-Carl Michaud
University of Quebec at Montreal (UQAM) , The George Washington University School of Business and University of Quebec at Montreal (UQAM) - Department of Economics
Date Posted: July 24, 2014
Working Paper Series
7 downloads

The Debt Equivalence of Unfunded Government Pension Obligations
Journal of Accounting and Public Policy, Vol. 9, No. 1, 1990
K. K. Raman and Earl R. Wilson
University of Texas at San Antonio and University of Missouri at Columbia - Robert J. Trulaske, Sr. College of Business
Date Posted: July 23, 2014
Accepted Paper Series

Incl. Electronic Paper How Does the Stock Market React to the Closure of a Pension Plan in the UK?
Towers Watson Technical Paper
Jonathan Gardner , Gaobo Pang and Qi Zou
Towers Watson , Towers Watson and Towers Watson
Date Posted: July 23, 2014
Working Paper Series
20 downloads

Incl. Electronic Paper The Effect of State Pension Cut Legislation on Bank Values
FRB of New York Staff Report No. 679
Lee J. Cohen , Marcia Millon Cornett , Hamid Mehran and Hassan Tehranian
University of Georgia - Department of Finance , Bentley University - Department of Finance , Federal Reserve Bank of New York and Boston College - Department of Finance
Date Posted: July 22, 2014
Working Paper Series
10 downloads

Incl. Electronic Paper From Bismarck to Beveridge: The Other Pension Reform in Spain
Banco de Espana Working Paper No. 1417
J. Ignacio Conde-Ruiz and Clara I. Gonzalez
Foundation for Applied Economic Research (FEDEA) and Foundation for Applied Economic Research (FEDEA)
Date Posted: July 22, 2014
Working Paper Series
15 downloads


 

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