Graham Westmacott

PWL Capital

20 Erb Street W.

Suite 506

Waterloo, N2L 1T2

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

715

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (3)

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1.

Target Wealth: The Evolution of Target Date Funds

Number of pages: 16 Posted: 06 Jun 2017
Peter Forsyth, Kenneth R. Vetzal and Graham Westmacott
University of Waterloo - David R. Cheriton School of Computer Science, University of Waterloo and PWL Capital
Downloads 517 (77,061)

Abstract:

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Retirement savings, target date funds, optimal asset allocation

2.

Management of Portfolio Depletion Risk Through Optimal Life Cycle Asset Allocation

Number of pages: 29 Posted: 30 May 2018 Last Revised: 19 Dec 2018
Peter Forsyth, Kenneth R. Vetzal and Graham Westmacott
University of Waterloo - David R. Cheriton School of Computer Science, University of Waterloo and PWL Capital
Downloads 161 (255,293)
Citation 5

Abstract:

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withdrawal risk, life cycle asset allocation, optimal control, decumulation

3.

Optimal Asset Allocation for DC Pension Decumulation with a Variable Spending Rule

Number of pages: 23 Posted: 13 Dec 2019
Peter Forsyth, Kenneth R. Vetzal and Graham Westmacott
University of Waterloo - David R. Cheriton School of Computer Science, University of Waterloo and PWL Capital
Downloads 37 (589,175)
Citation 1

Abstract:

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DC pension plans, decumulation, optimal control, HJB equation, annually recalculated virtual annuity