Gaurav Khemka

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 88,169

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5

CROSSREF CITATIONS

1

Scholarly Papers (19)

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 687 (70,413)
Citation 1

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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 307 (182,574)
Citation 1

Abstract:

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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 234 (239,318)

Abstract:

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

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 196 (282,133)

Abstract:

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

5.

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 194 (284,788)

Abstract:

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

6.

Investment Option Switching Behaviour and Impact for Pension Fund Members Around the COVID Pandemic

Number of pages: 27 Posted: 24 Aug 2023 Last Revised: 10 Mar 2024
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU), Australian National University (ANU), Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics and Aware Super
Downloads 69 (603,647)

Abstract:

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Pension funds, superannuation, investment switching, individual behaviour

7.

Interaction Between Age Pension Means Testing and Innovative Income Streams in Australia

Number of pages: 30 Posted: 19 Oct 2023 Last Revised: 05 Mar 2024
Olivia Ai, Adam Butt and Gaurav Khemka
Taylor Fry, Australian National University - Research School of Finance, Actuarial Studies & Statistics and Australian National University (ANU)
Downloads 62 (637,872)

Abstract:

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Age Pension, Means Testing, Retirement, Annuities

8.

A Building Block Approach to Retirement Income Design

Number of pages: 34 Posted: 12 Mar 2024
Gaurav Khemka, Adam Butt and Shams Mehry
Australian National University (ANU), Australian National University - Research School of Finance, Actuarial Studies & Statistics and Australian National University (ANU)
Downloads 53 (687,173)

Abstract:

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Retirement income, Building blocks, Mortality credits, Default design

9.

A Buy-Hold-Sell Pension Saving Strategy

Number of pages: 27 Posted: 24 Jul 2023
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 53 (687,173)

Abstract:

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Lifecycle investing, pensions, retirement savings, portfolio construction, withdrawals

10.

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 Hong Kong, Australian National University (ANU), Australian National University (ANU) and ANU RSFAS
Downloads 51 (699,035)

Abstract:

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

11.

Money Illusion in Retirement Savings with a Minimum Guarantee

Number of pages: 35 Posted: 06 Dec 2023
Catherine Donnelly, Gaurav Khemka and William Lim
Heriot-Watt University, Australian National University (ANU) and Australian National University (ANU)
Downloads 28 (875,535)

Abstract:

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Inflation, Asset allocation, Constrained optimization, Retirement outcomes, Money Illusion

12.

The Repayment Structure of Agricultural Loans Under a Full Repayment Constraint

Number of pages: 50 Posted: 12 Mar 2024
Gaurav Khemka, Marcos Escobar-Anel and Zheng Xu
Australian National University (ANU), Western University and Australian National University (ANU)
Downloads 17 (971,245)

Abstract:

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Farm household, Stochastic dynamic programming, Farm leverage, Contingent repayment, Optimal debt management

13.

Monotonicity of Savings Function in Endogenous Gridpoint Method with Stochastic Portfolio Returns

Number of pages: 12 Posted: 12 Jan 2024
Gaurav Khemka, Tiancheng Huang and Wing Fung Chong
Australian National University (ANU), affiliation not provided to SSRN and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 13 (1,011,577)

Abstract:

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Endogenous grid method, Stochastic portfolio returns, Monotonicity proof, Multidimensional continuous choice

14.

HECS-HELP Prices and Distributional Equity: Price setting Based on Expected Future Income

Number of pages: 27 Posted: 16 Apr 2024
Tim Higgins and Gaurav Khemka
Australian National University (ANU) - College of Business and Economics and Australian National University (ANU)
Downloads 2

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HECS-HELP prices, Australian Universities Accord, Contingent debt, HECS-HELP subsidy, Expected future incomes

15.

Primer on Retirement Income Strategy Design and Evaluation

Society of Actuaries - Research Report 2023
Posted: 25 Jan 2023
Adam Butt, Gaurav Khemka, William Lim and Geoff Warren
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU), Australian National University (ANU) and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics

Abstract:

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Retirement income strategies

16.

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:

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Retirement, Annuities, Utility Functions, Optimisation, Dynamic Programming

17.

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

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18.

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

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

19.

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