Abstract

  


 



Distinguishing 'To' and 'Through' with Target Date Style Indices


Peter Tsui


S&P Dow Jones Indices

Frank Luo


Standard & Poor's

Philip Murphy


Standard & Poor's
August 9, 2012


Abstract:     
A two-factor model measuring de-risking policy and equity exposure approaching retirement provides a robust framework for distinguishing To and Through target date styles.

Number of Pages in PDF File: 12

Keywords: Target Date Fund, Retirement, Longevity risk

JEL Classification: G11, G23

working papers series


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Date posted: August 10, 2012  

Suggested Citation

Tsui, Peter K, Luo, Frank and Murphy, Philip, Distinguishing 'To' and 'Through' with Target Date Style Indices (August 9, 2012). Available at SSRN: http://ssrn.com/abstract=2127453 or http://dx.doi.org/10.2139/ssrn.2127453

Contact Information

Peter K Tsui
S&P Dow Jones Indices ( email )
55 Water Street
New York, NY 10014
United States
Frank Luo (Contact Author)
Standard & Poor's ( email )
55 Water Street
New York, NY 10041
United States
212-438-5057 (Phone)
Philip Murphy
Standard & Poor's ( email )
London EC2M 7NJ
United Kingdom
Feedback to SSRN (Beta)


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