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Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches
7 references·2 citing·36 second hop
Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches (2009)Lifecycle Funds and Wealth Accumulation f…Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds? (2009)Portfolio Size Effect in Reti…Hitting or Missing the Retirement Target: Comparing Contribution and Asset Allocation Schemes of Simulated Portfolios (2007)Hitting or Missing the Retire…The Calculus of Retirement Income (2006)The Calculus of Retirement In…Measuring relative risk aversion (2006)Measuring relative risk avers…Utility Evaluation of Risk in Retirement Saving Accounts (2003)Utility Evaluation of Risk in…Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001)Pensionmetrics: stochastic pe…Implications of Rising Personal Retirement Saving (1999)Implications of Rising Person…How Sub-Optimal Are Age-Based Life-Cycle Investment Products? (2019)How Sub-Optimal Are Age-Based…Life-cycle funds: Much Ado about Nothing? (2016)Life-cycle funds: Much Ado ab…Psychology and Economics (1997)Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Prospect Theory: An Analysis of Decision under Risk (2000)What is an Adequate Standard of Living during Retirement? (2008)Older and wiser? An affective science perspective on age-related challenges in financial decision making (2010)Quantifying the economic benefits of personal financial planning (2010)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Measuring the US social discount rate (2006)Estimating the uncertainty of relative risk aversion (2008)Jensen’s Inequality in Finance (2008)Theory of games and economic behavior (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Coherent Measures of Risk (1999)Global Asset Liability Management (2003)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (2012)Risk and uncertainty: a fallacy of large numbers (1963)A Random Walk Down Wall Street (1973)Labor supply flexibility and portfolio choice in a life cycle model (1992)The appropriateness of default investment options in defined contribution plans: Australian evidence (2010)Dynamic Lifecycle Strategies for Target DateRetirement Funds (2011)The Glidepath Illusion… and Potential Solutions (2013)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (2021)Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresOptimum consumption and portfolio rules in a continuous-time model (1971)Taxing Retirement Income: Nonqualified Annuities and Distributions from Qualified Accounts (1999)Taxing Retirement Income: Nonqualified Annuities and Distributions from Qualified Accounts (1999)Rise of 401(k) Plans, Lifetime Earnings, and Wealth at Retirement (2007)A Sustainable Spending Rate without Simulation (2005)Following the rules: Integrating asset allocation and annuitization in retirement portfolios (2007)Fair Tontine Annuity (2010)
this work references cited by second hop

References

  • 2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase154 cited
  • 2006The Calculus of Retirement Income134 cited
  • 2009Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?95 cited
  • 2003Utility Evaluation of Risk in Retirement Saving Accounts55 cited
  • 2006Measuring relative risk aversion36 cited
  • 1999Implications of Rising Personal Retirement Saving32 cited
  • 2007Hitting or Missing the Retirement Target: Comparing Contribution and Asset Allocation Schemes of Simulated Portfolios30 cited

Cited by

  • 2016Life-cycle funds: Much Ado about Nothing?23 cited
  • 2019How Sub-Optimal Are Age-Based Life-Cycle Investment Products?21 cited

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