Distinguishing 'To' and 'Through' with Target Date Style Indices

12 Pages Posted: 10 Aug 2012

See all articles by Peter Tsui

Peter Tsui

S&P Dow Jones Indices

Frank Luo

Standard & Poor's

Philip Murphy

Standard & Poor's

Date Written: August 9, 2012

Abstract

A two-factor model measuring de-risking policy and equity exposure approaching retirement provides a robust framework for distinguishing To and Through target date styles.

Keywords: Target Date Fund, Retirement, Longevity risk

JEL Classification: G11, G23

Suggested Citation

Tsui, Peter and Luo, Frank and Murphy, Philip, Distinguishing 'To' and 'Through' with Target Date Style Indices (August 9, 2012). Available at SSRN: https://ssrn.com/abstract=2127453 or http://dx.doi.org/10.2139/ssrn.2127453

Peter Tsui

S&P Dow Jones Indices ( email )

55 Water Street
New York, NY 10014
United States

Frank Luo (Contact Author)

Standard & Poor's ( email )

55 Water Street
New York, NY 10041
United States
212-438-5057 (Phone)

Philip Murphy

Standard & Poor's ( email )

London EC2M 7NJ
United Kingdom

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