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Pension Risk Management eJournal

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Viewing: 1 - 50 of 3,135 papers

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 13,002
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

Multiple version iconThere are 3 versions of this paper

Downloads 11,667
3.

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 Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing
Downloads 9,629
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 9,149
5.

Safe Withdrawal Rates: A Guide for Early Retirees

Number of pages: 47 Posted: 11 Mar 2017
Working Paper Series
Independent
Downloads 8,701
6.

The Norway Model

Journal of Portfolio Management, Vol. 38, No. 2, 2012, pages 67–81,
Number of pages: 17 Posted: 04 Oct 2011 Last Revised: 20 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Department of Finance & Accounting, University of Cambridge - Judge Business School and AQR Capital Management
Downloads 7,551
7.

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 and Morningstar Investment Management
Downloads 7,537
8.

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 7,513
9.

An Efficient Frontier for Retirement Income

Number of pages: 12 Posted: 25 Sep 2012
Working Paper Series
The American College
Downloads 7,239
10.

A Literature Review of Risk Perception Studies in Behavioral Finance: The Emerging Issues

Number of pages: 41 Posted: 25 May 2007
Working Paper Series
Goucher College - Department of Business Management
Downloads 5,864
11.

Behind the Scenes: The Corporate Governance Preferences of Institutional Investors

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 15 Mar 2010 Last Revised: 07 Jul 2015
Accepted Paper Series
Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management gemeinnützige GmbH and University of Texas at Austin - Department of Finance
Downloads 5,817
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 5,506
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 5,271
14.

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 4,508
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 4,436
16.

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, Webster University and affiliation not provided to SSRN
Downloads 4,429
17.

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 3,996
18.

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

Multiple version iconThere are 2 versions of this paper

Downloads 3,835
19.

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 3,462
20.

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 3,427
21.

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 3,377
22.

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 3,337
23.

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 Financial Engines, Inc.
Downloads 3,212
24.

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 3,194
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 3,135
26.

Life-Cycle Funds

Number of pages: 37 Posted: 25 May 2007
Working Paper Series
Harvard Business School - Finance Unit
Downloads 2,955
27.

Role of Institutional Investors in Corporate Governance

Number of pages: 11 Posted: 23 Apr 2009
Working Paper Series
affiliation not provided to SSRN
Downloads 2,859
28.

Does VIX Truly Measure Return Volatility?

Number of pages: 35 Posted: 31 Aug 2014 Last Revised: 24 Jan 2018
Working Paper Series
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and West Virginia University
Downloads 2,794
29.

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 2,773
30.

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
Goucher College - Department of Business Management
Downloads 2,747
31.

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
AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 2,632
32.

Dynamic Portfolio Choice

Number of pages: 59 Posted: 11 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads 2,626
33.

Financial Literacy and Planning: Implications for Retirement Wellbeing

Michigan Retirement Research Center Research Paper No. WP 2005-108
Number of pages: 32 Posted: 21 Feb 2008
Working Paper Series
George Washington University - Department of Accountancy and University of Pennsylvania - The Wharton School

Multiple version iconThere are 2 versions of this paper

Downloads 2,566
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
Downloads 2,544
35.

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
Downloads 2,401
36.

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 2,360
37.

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 2,326
38.

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
Downloads 2,294
39.

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 2,264
40.

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 2,195
41.

Comparing Different Methods of Calculating Value at Risk

Number of pages: 16 Posted: 25 Apr 2005
Working Paper Series
Instituto Tecnológico Autónomo de México (ITAM) - Division of Actuarial Science, Statistics and Mathematics and University of North Carolina at Chapel Hill - Department of Statistics
Downloads 2,168
42.

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 2,151
43.

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 2,118
44.

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 2,062
45.

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 2,031
46.

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 1,933
47.

How Derivatives Can Help Solve the Pension Fund Crisis

Cass Business School Research Paper
Number of pages: 27 Posted: 04 Aug 2003
Working Paper Series
Independent, Cardano Risk Management and Cardano Risk Management
Downloads 1,926
48.

The New Era of Infrastructure Investing

Number of pages: 11 Posted: 12 May 2011
Working Paper Series
Oxford University - Smith School of Enterprise and the Environment, Stanford University - Global Projects Center, Collaboratory for Research on Global Projects and Queensland Investment Corporation
Downloads 1,906
49.

Rethinking the RRSP's Benefits

Number of pages: 10 Posted: 28 Jul 2015 Last Revised: 27 Sep 2017
Working Paper Series
Independent
Downloads 1,905
50.

Analyzing Operational Due Diligence Frameworks in Fund of Hedge Funds

Number of pages: 12 Posted: 26 May 2009 Last Revised: 20 Jul 2010
Working Paper Series
Corgentum Consulting
Downloads 1,891