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The effect of objective formulation on retirement decision making
16 references·1 citing·38 second hop
The effect of objective formulation on retirement decision making (2015)The effect of objective formulation on re…Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits (2015)Valuing variable annuities wi…Default investment strategies in a defined contribution pension system: a pension risk model application for the chilean case (2013)Default investment strategies…Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework (2013)Asset allocation for a DC pen…Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (2013)Age-dependent investing: Opti…Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (2012)Target-driven investing: Opti…Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution (2012)Optimal investment, consumpti…Dynamic Lifecycle Strategies for Target DateRetirement Funds (2011)Dynamic Lifecycle Strategies …Asset allocation for a DC pension fund under regime switching environment (2011)Asset allocation for a DC pen…Assessing Default Investment Strategies in Defined Contribution Pension Plans (2010)Assessing Default Investment …The Management of Decumulation Risks in a Defined Contribution Pension Plan (2006)The Management of Decumulatio…Optimal investment choices post-retirement in a defined contribution pension scheme (2004)Optimal investment choices po…Optimal investment strategies and risk measures in defined contribution pension schemes (2002)Optimal investment strategies…Optimal investment strategy for defined contribution pension schemes (2001)Optimal investment strategy f…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Choosing and Using Utility Functions in Forming Portfolios (2018)Choosing and Using Utility Fu…Optimum consumption and portfolio rules in a continuous-time model (1971)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Optimal portfolios for DC pension plans under a CEV model (2009)Continuous time mean variance asset allocation: A time-consistent strategy (2010)Optimal asset allocation for DC pension plans under inflation (2012)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimal investment-consumption-insurance with random parameters (2014)Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (2017)Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes (2020)Essays in the Theory of Risk-Bearing. (1972)Stochastic optimal control of DC pension funds (2008)Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (2014)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)Coherent Measures of Risk (1999)Archimedean copulae and positive dependence (2004)Mean reversion in stock prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Triumph of the Optimists (2002)The Glidepath Illusion: An InternationalPerspective (2014)Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (2019)Target Date Funds and Portfolio Choice in 401(k) Plans (2021)Advances in prospect theory: Cumulative representation of uncertainty (1992)Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (2017)Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (2018)Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan (2019)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion and Incentive Effects (2002)Nudge: improving decisions about health, wealth, and happiness (2008)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Portfolio Choice in the Presence of Housing (2004)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
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References

  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 2002Optimal investment strategies and risk measures in defined contribution pension schemes182 cited
  • 2004Optimal investment choices post-retirement in a defined contribution pension scheme148 cited
  • 2001Optimal investment strategy for defined contribution pension schemes140 cited
  • 2012Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion85 cited
  • 2011Dynamic Lifecycle Strategies for Target DateRetirement Funds82 cited
  • 2013Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners82 cited
  • 2012Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution60 cited
  • 2015Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits53 cited
  • 2013Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework53 cited
  • 2006The Management of Decumulation Risks in a Defined Contribution Pension Plan52 cited
  • 2011

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Asset allocation for a DC pension fund under regime switching environment
44 cited
  • 2013Default investment strategies in a defined contribution pension system: a pension risk model application for the chilean case35 cited
  • 2010Assessing Default Investment Strategies in Defined Contribution Pension Plans34 cited
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    • 2018Choosing and Using Utility Functions in Forming Portfolios25 cited