Gaurav Khemka

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 48,500

SSRN RANKINGS

Top 48,500

in Total Papers Downloads

1,351

SSRN CITATIONS
Rank 82,138

SSRN RANKINGS

Top 82,138

in Total Papers Citations

4

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.
Downloads 648 ( 57,900)
Citation 2

What Dividend Imputation Means for Retirement Savers

Number of pages: 31 Posted: 05 Sep 2018
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 648 (57,160)
Citation 1

Abstract:

Loading...

Retirement, Dividend Imputation, Life-Cycle Models, Portfolio Construction, Home Bias

What Dividend Imputation Means for Retirement Savers

Economic Record, Vol. 95, Issue 309, pp. 181-199, 2019
Number of pages: 19 Posted: 17 May 2020
Adam Butt, Gaurav Khemka and Geoffrey J. Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and affiliation not provided to SSRN
Downloads 0
Citation 1

Abstract:

Loading...

2.

The ‘Right’ Level for the Superannuation Guarantee: A Straightforward Issue by No Means

Number of pages: 31 Posted: 04 Feb 2020
Gaurav Khemka, Yifu Tang and Geoff Warren
Australian National University (ANU), Australian National University and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 219 (194,679)
Citation 1

Abstract:

Loading...

3.

Principles and Rules for Translating Retirement Objectives into Strategies

Number of pages: 8 Posted: 18 Feb 2021
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 170 (243,696)

Abstract:

Loading...

Retirement savings, portfolio choice, drawdown strategies, product design, financial planning

4.

How Sub-Optimal Are Age-Based Life-Cycle Investment Products?

Number of pages: 22 Posted: 10 Jul 2019 Last Revised: 30 Jul 2019
Gaurav Khemka, Mogens Steffensen and Geoff Warren
Australian National University (ANU), University of Copenhagen and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 147 (274,690)

Abstract:

Loading...

life-cycle models, portfolio optimization, investment product design, target date funds

5.

Investing for Retirement: How Loss Aversion Risk Preferences Naturally Leads to Greater Retirement Income Certainty

Number of pages: 47 Posted: 06 Nov 2019
William Lim, Catherine Donnelly and Gaurav Khemka
Australian National University (ANU), Heriot-Watt University and Australian National University (ANU)
Downloads 134 (295,147)

Abstract:

Loading...

finance, retirement planning, optimal asset allocation, stochastic optimal control, constrained optimization

6.

Changes in Consumption Needs and Purchases at Retirement

Number of pages: 32 Posted: 26 Sep 2019
Tim J. Boonen, Le Chang, Gaurav Khemka and Steven Roberts
University of Amsterdam, Australian National University (ANU), Australian National University (ANU) and ANU RSFAS
Downloads 33 (611,804)

Abstract:

Loading...

Consumption; Retirement expenditure; Affordability; Text analysis; Gender of decision maker

7.

Heterogeneity in optimal investment and drawdown strategies in retirement

Pacific-Basin Finance Journal, Forthcoming
Posted: 20 Jan 2021 Last Revised: 27 Jun 2022
Adam Butt, Gaurav Khemka and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Abstract:

Loading...

Retirement, Annuities, Utility Functions, Optimisation, Dynamic Programming

8.

How Academic Research Can Inform Default Superannuation Fund Design and Individual Financial Decision-Making

The Australasian Journal of Applied Finance, 2018, 1, 41-49.
Posted: 12 Dec 2018 Last Revised: 15 Jan 2019
Adam Butt, Gaurav Khemka and Luke Strickland
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU) and Youi Insurance

Abstract:

Loading...

9.

Non-Parametric Integral Estimation Using Data Clustering in Stochastic Dynamic Programming: An Introduction Using Lifetime Financial Modelling

Risks, 5(4), 57
Posted: 28 Aug 2016 Last Revised: 13 Dec 2017
Gaurav Khemka and Adam Butt
Australian National University (ANU) and Australian National University - Research School of Finance, Actuarial Studies & Statistics

Abstract:

Loading...

Data-driven, Quadrature, Quasi-Monte Carlo, Retirement

10.

The Effect of Objective Formulation on Retirement Decision Making

Insurance: Mathematics and Economics, Vol. 64, 385-395
Posted: 08 Oct 2015
Adam Butt and Gaurav Khemka
Australian National University - Research School of Finance, Actuarial Studies & Statistics and Australian National University (ANU)

Abstract:

Loading...

Bootstrap Method, Simulation, Dynamic Programming, Optimization, Retirement