William Lim

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

  • Australian National University (ANU)

SCHOLARLY PAPERS

6

DOWNLOADS

477

TOTAL CITATIONS

0

Scholarly Papers (6)

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1.

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 233 (279,598)

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

2.

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
Adam Butt, Gaurav Khemka, William Lim, Geoff Warren and Shang Wu
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 133 (458,930)

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Pension funds, superannuation, investment switching, individual behaviour

3.

Constant Proportion Performance Participation

Number of pages: 45 Posted: 12 May 2024
Gaurav Khemka, Rudi Zagst and William Lim
Australian National University (ANU), Technische Universität München (TUM) - Chair of Mathematical Finance and Australian National University (ANU)
Downloads 43 (891,911)

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Investment strategies, Performance participation, CPPP, Portfolio insurance, CPPI, Stochastic dominance, Design of dominating strategies

4.

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 43 (891,911)

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

5.

The Power of Human Capital in Lifecycles. Insights from a Flexible Framework

Number of pages: 33 Posted: 22 Feb 2025
William Lim, Gaurav Khemka and Marcos Escobar-Anel
Australian National University (ANU), Australian National University (ANU) and Western University
Downloads 25 (1,079,428)

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Utility maximization, Human capital modelling, Investor's life cycle, Borrowing costs, Welfare loss

6.

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