1.
‘The Prayer’ Ten-Step Checklist for Advanced Risk and Portfolio Management
Number of pages: 29
Posted: 11 May 2011
Last Revised: 14 May 2011
Working Paper Series
ARPM - Advanced Risk and Portfolio Management
Downloads
13,447
2.
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Working Paper Series
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
There are 3 versions of this paper
Are Stocks Really Less Volatile in the Long Run?
EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 56
Posted: 26 May 2008
Last Revised: 13 Dec 2011
Downloads
12,361
Are Stocks Really Less Volatile in the Long Run?
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Downloads
150
Are Stocks Really Less Volatile in the Long Run?
CEPR Discussion Paper No. DP7199
Number of pages: 48
Posted: 11 Mar 2009
Downloads
9
Downloads
12,361
3.
Safe Withdrawal Rates: A Guide for Early Retirees
Number of pages: 47
Posted: 11 Mar 2017
Working Paper Series
Independent
Downloads
11,054
4.
Preparing a Referee Report: Guidelines and Perspectives
Number of pages: 9
Posted: 11 Jan 2015
Last Revised: 21 Dec 2016
Working Paper Series
Stanford Graduate School of Business, Duke University - Fuqua School of Business and University of California, Irvine - Paul Merage School of Business
Downloads
11,046
5.
The Volatility Effect: Lower Risk Without Lower Return
Journal of Portfolio Management, pp. 102-113, Fall 2007, ERIM Report Series Reference No. ERS-2007-044-F&A
Number of pages: 23
Posted: 17 Apr 2007
Accepted Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads
10,545
6.
The 4 Percent Rule is Not Safe in a Low-Yield World
Number of pages: 15
Posted: 16 Jan 2013
Last Revised: 17 Jan 2013
Working Paper Series
The American College, The American College for Financial Services and Morningstar Investment Management
Downloads
8,501
7.
The Norway Model
Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81, https://doi.org/10.3905/jpm.2012.38.2.067
Number of pages: 17
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Accepted Paper Series
University of Cambridge - Judge Business School, University of Cambridge - Judge Business School and AQR Capital Management
Downloads
7,912
8.
An Efficient Frontier for Retirement Income
Number of pages: 12
Posted: 25 Sep 2012
Working Paper Series
The American College for Financial Services
Downloads
7,747
9.
Economists’ Hubris – The Case of Equity Asset Management
Journal of Financial Transformation, Vol. 29, pp. 9-16
Number of pages: 10
Posted: 02 May 2010
Last Revised: 07 Jan 2011
Accepted Paper Series
Capco Institute, Aston Business School and Institute of Management Technology , Dubai
Downloads
7,543
10.
Behind the Scenes: The Corporate Governance Preferences of Institutional Investors
Journal of Finance 71, 2016, 2905-2932
Number of pages: 46
Posted: 15 Mar 2010
Last Revised: 03 Feb 2020
Accepted Paper Series
Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management and University of Texas at Austin - Department of Finance
Downloads
6,186
11.
A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues
Number of pages: 41
Posted: 25 May 2007
Working Paper Series
Washington and Lee University
Downloads
6,083
12.
Public Pension Promises: How Big are They and What are They Worth?
Journal of Finance, Forthcoming
Number of pages: 61
Posted: 05 Mar 2009
Last Revised: 13 Oct 2010
Working Paper Series
Simon Business School, University of Rochester and Stanford Graduate School of Business
Downloads
5,638
13.
Pension Fund Asset Allocation and Liability Discount Rates
Number of pages: 53
Posted: 29 May 2012
Last Revised: 22 Feb 2017
Working Paper Series
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads
5,468
14.
Real World Index Annuity Returns
Number of pages: 16
Posted: 07 Oct 2009
Last Revised: 06 Jan 2011
Working Paper Series
University of Pennsylvania - The Wharton School - Finance and Insurance Departments, Purdue University Global and affiliation not provided to SSRN
Downloads
4,669
15.
The Efficacy of Publicly-Available Retirement Planning Tools
Number of pages: 45
Posted: 18 Feb 2016
Last Revised: 14 Jan 2019
Working Paper Series
Texas Tech University, University of Akron - Department of Finance, Utah Valley University and Texas Tech University
Downloads
4,598
16.
What if 8% is Really 0%? Pension Funds Investing with Fingers-Crossed and Eyes Closed
Cambria Quantitative Research Monthly, Issue 2, June 2011
Number of pages: 9
Posted: 13 Jun 2011
Last Revised: 20 Jun 2011
Accepted Paper Series
Cambria Investment Management
Downloads
4,583
17.
Role of Institutional Investors in Corporate Governance
Number of pages: 11
Posted: 23 Apr 2009
Working Paper Series
affiliation not provided to SSRN
Downloads
4,542
18.
Why Do Women Invest Differently than Men?
Financial Counseling and Planning, Vol. 7, 1996
Number of pages: 10
Posted: 01 Feb 1997
Accepted Paper Series
Colorado State University, Fort Collins and Colorado State University - Department of Economics
Downloads
4,370
19.
Predictive Regressions: A Present-Value Approach
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
There are 2 versions of this paper
Predictive Regressions: A Present-Value Approach
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
Downloads
3,942
Predictive Regressions: A Present-Value Approach
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Downloads
77
Downloads
3,942
20.
Managing Risk Exposures Using the Risk Budgeting Approach
Number of pages: 33
Posted: 23 Feb 2012
Last Revised: 10 Apr 2012
Working Paper Series
Lyxor Asset Management and Amundi Asset Management
Downloads
3,754
21.
Public Pension Plan Reform: The Legal Framework
Education, Finance & Policy, Vol. 5, 2010, Minnesota Legal Studies Research No. 10-13
Number of pages: 41
Posted: 24 Mar 2010
Accepted Paper Series
University of Minnesota - Twin Cities - School of Law
Downloads
3,560
22.
Pension Fund Performance and Costs: Small is Beautiful
Number of pages: 46
Posted: 27 Feb 2007
Last Revised: 06 Nov 2012
Working Paper Series
Maastricht University, University of Notre Dame and Tilburg University - Department of Finance
Downloads
3,494
23.
Risk Parity Portfolios with Risk Factors
Number of pages: 32
Posted: 03 Oct 2012
Last Revised: 06 Oct 2012
Working Paper Series
Amundi Asset Management and affiliation not provided to SSRN
Downloads
3,416
24.
Pension Time Bomb: Boon or Bane for Asset Managers?
Journal of Financial Transformation, Vol. 7, pp. 40-42, April 2003
Number of pages: 3
Posted: 15 Jun 2004
Last Revised: 24 Aug 2009
Accepted Paper Series
Capco Institute, Aston Business School and Boston Consulting Group - Brussels
Downloads
3,378
25.
Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity
Number of pages: 48
Posted: 14 Jul 2011
Last Revised: 15 Nov 2012
Working Paper Series
University of Amsterdam, Maastricht University and University of Notre Dame
Downloads
3,295
26.
The 4% Rule - At What Price?
Journal Of Investment Management (JOIM), Third Quarter 2009
Number of pages: 24
Posted: 02 Apr 2008
Last Revised: 10 Nov 2009
Accepted Paper Series
Financial Engines, Inc., Stanford University - Graduate School of Business and Stanford Graduate School of Business
Downloads
3,294
27.
The Psychology of Risk: The Behavioral Finance Perspective
HANDBOOK OF FINANCE: VOLUME 2: INVESTMENT MANAGEMENT AND FINANCIAL MANAGEMENT, Frank J. Fabozzi, ed., John Wiley & Sons, pp. 85-111, 2008
Number of pages: 28
Posted: 07 Jul 2008
Last Revised: 04 Oct 2013
Accepted Paper Series
Washington and Lee University
Downloads
3,101
28.
Does VIX Truly Measure Return Volatility?
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Forthcoming
Posted: 31 Aug 2014
Last Revised: 07 Jul 2020
Working Paper Series
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and Tulane University - A.B. Freeman School of Business
Downloads
3,094
29.
Life-Cycle Funds
Number of pages: 37
Posted: 25 May 2007
Working Paper Series
Harvard Business School - Finance Unit
Downloads
3,039
30.
Life-Cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk
NBER Working Paper No. w14094
Number of pages: 50
Posted: 22 Jun 2008
Working Paper Series
Yale University - Yale Law School and Yale University - Yale School of Management
There are 2 versions of this paper
Life-Cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk
NBER Working Paper No. w14094
Number of pages: 50
Posted: 22 Jun 2008
Downloads
2,859
Downloads
2,859
31.
R - Quick Guide for Implementing VaR (Value-at-Risk) and CTE (Conditional Tail Expectation)
Number of pages: 11
Posted: 26 Dec 2008
Last Revised: 18 May 2009
Working Paper Series
Shih Chien University (Taiwan), Dept. of Finance and Banking
Downloads
2,859
32.
Covered Calls Uncovered
Financial Analysts Journal, Vol. 71, No. 6, November/December 2015
Number of pages: 24
Posted: 04 Jun 2014
Last Revised: 27 Jan 2017
Accepted Paper Series
NDVR, Inc. and AQR Capital Management, LLC
Downloads
2,804
33.
Dynamic Portfolio Choice
Number of pages: 59
Posted: 11 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads
2,729
34.
The True Impact of Immediate Annuities on Retirement Sustainability: A Total Wealth Perspective
Number of pages: 18
Posted: 23 Jul 2013
Working Paper Series
The Kitces Report & Nerd's Eye View and The American College for Financial Services
Downloads
2,690
35.
Stop-Outs Under Serial Correlation and 'The Triple Penance Rule'
Journal of Risk, 2014
Number of pages: 35
Posted: 16 Jan 2013
Last Revised: 10 Jun 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads
2,623
36.
Rethinking the RRSP's Benefits
Number of pages: 10
Posted: 28 Jul 2015
Last Revised: 27 Sep 2017
Working Paper Series
Independent
Downloads
2,582
37.
Financial Literacy and Retirement Planning: New Evidence from the Rand American Life Panel
Michigan Retirement Research Center Research Paper No. WP 2007-157
Number of pages: 34
Posted: 22 Feb 2008
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School
Downloads
2,555
38.
Retirement Risk, Rising Equity Glidepaths, and Valuation-Based Asset Allocation
Number of pages: 21
Posted: 18 Sep 2014
Working Paper Series
The Kitces Report & Nerd's Eye View and The American College for Financial Services
Downloads
2,534
39.
The 2010 Institutional Investment Report: Trends in Asset Allocation and Portfolio Composition
The Conference Board Research Report, No. R-1468-10-RR, 2010
Number of pages: 64
Posted: 12 Nov 2010
Accepted Paper Series
The Conference Board, Inc. and Global Political Risk Consulting, LLC
Downloads
2,457
40.
Understanding the Momentum Risk Premium: An In-Depth Journey Through Trend-Following Strategies
Number of pages: 102
Posted: 09 Oct 2017
Working Paper Series
Ecole Polytechnique, Palaiseau, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Millennium Capital Management, France branch
Downloads
2,352
41.
The Equity Risk Premium amid a Global Financial Crisis
Number of pages: 19
Posted: 17 May 2009
Working Paper Series
Duke University and Duke University - Fuqua School of Business
Downloads
2,343
42.
Lifetime Expected Income Breakeven Comparison between SPIAs and Managed Portfolios
Number of pages: 65
Posted: 30 Aug 2013
Last Revised: 25 Apr 2015
Working Paper Series
Academy of Financial Services, Central Michigan University - Department of Finance and Law and The American College for Financial Services
Downloads
2,341
43.
Introduction to Risk Parity and Budgeting
Roncalli T. (2013), Introduction to Risk Parity and Budgeting, Chapman & Hall/CRC Financial Mathematics Series
Number of pages: 151
Posted: 02 Jun 2013
Last Revised: 30 Nov 2013
Accepted Paper Series
Amundi Asset Management
Downloads
2,265
44.
Banks' Capital, Securitization and Credit Risk: An Empirical Evidence for Canada
Insurance and Risk Management, vol. 75(4), January 2008, 459-485
Number of pages: 37
Posted: 11 Mar 2003
Last Revised: 14 May 2014
Working Paper Series
HEC Montreal - Department of Finance and Statistics Canada - Microeconomic Analysis Division
Downloads
2,241
45.
Comparing Different Methods of Calculating Value at Risk
Number of pages: 16
Posted: 25 Apr 2005
Working Paper Series
Chennai Mathematical Institute and University of North Carolina at Chapel Hill - Department of Statistics
Downloads
2,227
46.
Beyond Diversification: The Pervasive Problem of Excessive Fees and 'Dominated Funds' in 401(k) Plans
Yale Law & Economics Research Paper # 493
Number of pages: 46
Posted: 22 Feb 2014
Last Revised: 30 Sep 2014
Working Paper Series
Yale University - Yale Law School and University of Virginia School of Law
Downloads
2,159
47.
Impact Investing
Number of pages: 60
Posted: 20 Dec 2015
Last Revised: 18 Mar 2020
Working Paper Series
University of California, Davis, University of California, Berkeley - Haas School of Business and University of California, Davis - Graduate School of Management
There are 2 versions of this paper
Downloads
2,128
48.
To Roth or Not to Roth: Analyzing the Conversion Opportunity for 2010 and Beyond
Bureau of National Affairs Daily Tax Report, Vol. 9, No. 181, September 22, 2009
, University of Illinois Law & Economics Research Paper No. LE09-026
Number of pages: 6
Posted: 23 Sep 2009
Last Revised: 10 Oct 2009
Accepted Paper Series
University of Illinois College of Law
Downloads
2,076
49.
Asset Management
Number of pages: 544
Posted: 02 Jan 2016
Last Revised: 27 Jan 2020
Working Paper Series
University of Basel
Downloads
2,041
50.
Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
Journal of Computational Finance, Vol. 11, No. 4, pp. 33-70, 2008
Number of pages: 37
Posted: 21 May 2009
Last Revised: 05 Oct 2010
Accepted Paper Series
Quantica Capital AG
Downloads
2,023
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