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Pension Risk Management eJournal

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Viewing: 1 - 50 of 3,336 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 13,447
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

Multiple version iconThere are 3 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere 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