Gaurav Khemka

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Scholarly Papers (8)

1.

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 620 (43,792)

Abstract:

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

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 104 (267,549)

Abstract:

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3.

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 80 (318,540)

Abstract:

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

4.

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 44 (423,955)

Abstract:

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

5.

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 8 (617,236)

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

6.

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:

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7.

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:

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

8.

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)

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Bootstrap Method, Simulation, Dynamic Programming, Optimization, Retirement