1.
Safe Withdrawal Rates: A Guide for Early Retirees
Number of pages: 47
Posted: 11 Mar 2017
Working Paper Series
Independent
Downloads
14,713
2.
‘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
14,124
3.
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 Marshall School of Business, USC
Downloads
13,589
4.
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
12,715
Are Stocks Really Less Volatile in the Long Run?
NBER Working Paper No. w14757
Number of pages: 54
Posted: 26 Feb 2009
Last Revised: 29 Apr 2022
Downloads
167
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
12,715
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
11,807
6.
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
10,893
Downloads
10,893
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 for Financial Services and PGIM
Downloads
9,657
8.
Role of Institutional Investors in Corporate Governance
Number of pages: 11
Posted: 23 Apr 2009
Working Paper Series
affiliation not provided to SSRN
Downloads
9,193
9.
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
8,495
10.
An Efficient Frontier for Retirement Income
Number of pages: 12
Posted: 25 Sep 2012
Working Paper Series
The American College for Financial Services
Downloads
8,406
11.
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
7,575
12.
An Investor’s Guide to Crypto
Number of pages: 29
Posted: 02 Jun 2022
Last Revised: 29 Jun 2022
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group, Man AHL, Man Group, Man AHL and Man AHL
Downloads
7,499
13.
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
6,754
14.
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
6,403
15.
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
5,746
16.
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
5,720
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
5,142
18.
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
4,875
19.
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
4,760
20.
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
4,659
21.
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
4,644
22.
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
4,221
23.
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
4,135
Predictive Regressions: A Present-Value Approach
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Last Revised: 10 Jun 2022
Downloads
109
Downloads
4,135
24.
Rethinking the RRSP's Benefits
Number of pages: 18
Posted: 28 Jul 2015
Last Revised: 30 Jul 2021
Working Paper Series
Independent
Downloads
3,871
25.
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, Paris - Centre De Mathématiques Appliquées (CMAP), StudentsEcole Polytechnique, Palaiseau, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Millennium Capital Management, France branch
Downloads
3,755
26.
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
3,689
27.
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
3,662
28.
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
3,634
29.
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
3,493
30.
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
3,379
31.
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
32.
Does VIX Truly Measure Return Volatility?
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Forthcoming
Number of pages: 35
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
3,373
33.
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
3,267
34.
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
Impact Investing
NBER Working Paper No. w26582
Number of pages: 59
Posted: 24 Dec 2019
Last Revised: 18 Feb 2022
Downloads
81
Downloads
3,177
35.
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
3,133
36.
Life-Cycle Funds
Number of pages: 37
Posted: 25 May 2007
Working Paper Series
Harvard Business School - Finance Unit
Downloads
3,124
37.
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 EngineeringAbu Dhabi Investment Authority
Downloads
2,975
38.
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
2,966
39.
Dynamic Portfolio Choice
Number of pages: 59
Posted: 11 Jul 2012
Working Paper Series
BlackRock, Inc
Downloads
2,896
40.
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
2,869
41.
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
2,783
42.
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
2,686
43.
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
2,662
44.
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
2,438
45.
Hybrid Pricing
Number of pages: 35
Posted: 11 Nov 2008
Last Revised: 15 May 2009
Working Paper Series
Université d'Évry - Departement de Mathematiques, Dresdner Kleinwort Wasserstein, Pricing Partners and Université Paris Dauphine
Downloads
2,415
46.
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
Better Financial EducationAcademy of Financial Services, Central Michigan University - Department of Finance and Law and The American College for Financial Services
Downloads
2,404
47.
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
2,388
48.
Asset Management
Number of pages: 544
Posted: 02 Jan 2016
Last Revised: 27 Jan 2020
Working Paper Series
University of Basel
Downloads
2,323
49.
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
2,323
50.
Household Finance
Journal of Economic Literature, Forthcoming
Number of pages: 141
Posted: 16 Apr 2020
Accepted Paper Series
London Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and Imperial College London
There are 2 versions of this paper
Household Finance
Journal of Economic Literature, Forthcoming
Number of pages: 141
Posted: 16 Apr 2020
Downloads
2,239
Household Finance
CEPR Discussion Paper No. DP14502
Number of pages: 144
Posted: 25 Mar 2020
Last Revised: 06 May 2020
Downloads
6
Downloads
2,239
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