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Valuation of Intergenerational Transfers in Funded Collective Pension Schemes
16 references·1 citing·41 second hop
Valuation of Intergenerational Transfers in Funded Collective Pension Schemes (2006)Valuation of Intergenerational Transfers …Intergenerational risk sharing within funded pension schemes (2010)Intergenerational risk sharin…Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Strategic asset allocation wi…The Term Structure of Real Rates and Expected Inflation (2007)The Term Structure of Real Ra…Intergenerational risk-sharing and risk-taking of a pension fund (2007)Intergenerational risk-sharin…The Oxford Handbook of Pensions and Retirement Income (2006)The Oxford Handbook of Pensio…Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? (2006)Pareto-Improving Social Secur…The Term Structure of the Risk–Return Trade-Off (2005)The Term Structure of the Ris…Structural Reform of Social Security (2005)Structural Reform of Social S…Bond Risk Premia (2005)Bond Risk PremiaStrategic Asset Allocation (2002)Strategic Asset AllocationDynamic Asset Allocation under Inflation (2002)Dynamic Asset Allocation unde…Generational Accounting around the World (1999)Generational Accounting aroun…Liabilities— A New Approach (1990)Liabilities— A New ApproachIntergenerational risk sharing (1988)Intergenerational risk sharingTaxation and Corporate Pension Policy (1981)Taxation and Corporate Pensio…Corporate pension funding policy (1976)Corporate pension funding pol…Developments in pension reform: the case of Dutch stand-alone collective pension schemes (2009)Developments in pension refor…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Effect of Voluntary Spin‐off Announcements on Shareholder Wealth (1983)Theory of rational option pricing (2005)Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005)The Determinants of Stock and Bond Return Comovements (2010)Regime Changes and Financial Markets (2012)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)The future of social security (2007)Are Stocks Really Less Volatile in the Long Run? (2012)Implicit Contracts and Underemployment Equilibria (1975)On the Determination of the Public Debt (1979)Non-leaky buckets: Optimal redistributive taxation and agency costs (1995)Designing social security – a portfolio choice approach (2003)Intergenerational risk sharing and fiscal policy (2009)An equilibrium characterization of the term structure (1977)A Monte Carlo Method for Optimal Portfolios (2003)Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2004)Asset allocation under multivariate regime switching (2007)A Theory of the Term Structure of Interest Rates (1985)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Expected Stock Returns and Variance Risk Premia (2009)How Sovereign Is Sovereign Credit Risk? (2011)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Chapter 26 Tax incidence (2002)Implications of Population Aging for Economic Growth (2011)Fiscal Sustainability Indicators and Policy Design in the Face of Ageing (2012)Insurance: Mathematics and Economics (2013)Gender differences in financial risk tolerance (2017)Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (2004)
this work references cited by second hop

References

  • 2005Bond Risk Premia1,546 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 2007The Term Structure of Real Rates and Expected Inflation538 cited
  • 1976Corporate pension funding policy413 cited
  • 2002Dynamic Asset Allocation under Inflation411 cited
  • 1999Generational Accounting around the World346 cited
  • 1981Taxation and Corporate Pension Policy342 cited
  • 1990Liabilities— A New Approach340 cited
  • 2005The Term Structure of the Risk–Return Trade-Off294 cited
  • 1988Intergenerational risk sharing276 cited
  • 2007Intergenerational risk-sharing and risk-taking of a pension fund270 cited
  • 2006Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!?260 cited
  • 2008Strategic asset allocation with liabilities: Beyond stocks and bonds244 cited
  • 2006The Oxford Handbook of Pensions and Retirement Income218 cited
  • 2005Structural Reform of Social Security215 cited
  • 2010Intergenerational risk sharing within funded pension schemes182 cited

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Cited by

  • 2009Developments in pension reform: the case of Dutch stand-alone collective pension schemes19 cited