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Optimal Portfolio Allocation for Corporate Pension Funds
16 references·0 citing·39 second hop
Optimal Portfolio Allocation for Corporate Pension Funds (2013)Optimal Portfolio Allocation for Corporat…Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)Risk Shifting versus Risk Man…Intergenerational risk-sharing and risk-taking of a pension fund (2007)Intergenerational risk-sharin…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Financial Markets, Intermediaries, and Intertemporal Smoothing (1997)Financial Markets, Intermedia…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Modeling and Forecasting U. S. Mortality (1992)Modeling and Forecasting U. S…Issues in Pension Economics (1987)Issues in Pension EconomicsTaxation and Corporate Pension Policy (1981)Taxation and Corporate Pensio…The Tax Consequences of Long-Run Pension Policy (1980)The Tax Consequences of Long-…The Principles of Corporate Pension Finance (1977)The Principles of Corporate P…Corporate pension funding policy (1976)Corporate pension funding pol…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…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)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Back to the basics in banking? A micro-analysis of banking system stability (2009)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)Neglected risks, financial innovation, and financial fragility (2011)Risk-Sharing between and within Families (1996)Immediate challenges for the European Central Bank (1998)Globalization of Financial Institutions: Evidence from Cross-Border Banking Performance (2000)Financial Intermediation (2003)Saving and Liquidity Constraints (1991)Consumption Over the Life Cycle (2002)Portfolio Choice in the Presence of Housing (2004)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Precautionary Saving in the Small and in the Large (1990)A Contribution to the Empirics of Economic Growth (1992)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Time Discounting and Time Preference: A Critical Review (2002)Broken Limits to Life Expectancy (2002)Projections of Global Mortality and Burden of Disease from 2002 to 2030 (2006)Forecasting life expectancy, years of life lost, and all-cause and cause-specific mortality for 250 causes of death: reference and alternative scenarios for 2016–40 for 195 countries and territories (2018)Strategic Asset Allocation (2002)Optimal life cycle asset allocation : understanding the empirical evidence (2005)Hedging, Familiarity and Portfolio Choice (2006)
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References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1992Modeling and Forecasting U. S. Mortality2,311 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2006Has Finance Made the World Riskier?919 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 1997Financial Markets, Intermediaries, and Intertemporal Smoothing543 cited
  • 1976Corporate pension funding policy413 cited
  • 1981Taxation and Corporate Pension Policy342 cited
  • 1980The Tax Consequences of Long-Run Pension Policy317 cited
  • 2008Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans307 cited
  • 2007Intergenerational risk-sharing and risk-taking of a pension fund270 cited
  • 1987Issues in Pension Economics246 cited
  • 1977

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The Principles of Corporate Pension Finance
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