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Valuing Defined-Benefit Plans
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Valuing Defined-Benefit Plans (2003)Valuing Defined-Benefit PlansOn the Valuation of Tax-Advantaged Retirement Accounts (2003)On the Valuation of Tax-Advan…Strategic asset allocation for individual investors (2000)Strategic asset allocation fo…The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates (1998)The Inflation Premium Implici…Calculating a family’s asset mix (1998)Calculating a family’s asset …State and Local Pension Plans (1995)State and Local Pension PlansIndividual versus Institutional Investing (1991)Individual versus Institution…Liabilities— A New Approach (1990)Liabilities— A New ApproachLabor Supply Flexibility and Portfolio Choice (1989)Labor Supply Flexibility and …Inflation, Index-Linked Bonds, and Asset Allocation (1988)Inflation, Index-Linked Bonds…Measuring the Term Structure of Interest Rates (1971)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Discount curve construction with tension splines (2007)Do Inflation‐Linked Bonds Still Diversify? (2008)Inflation Risk Premia in the US and the Euro Area (2010)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Labor supply flexibility and portfolio choice in a life cycle model (1992)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Determinants of Portfolio Performance (1986)Family Finance in the U.S.: Recent Evidence from the Survey of Consumer Finances (1997)Asset Allocation and Asset Location Decisions Revisited (2001)Valuing Assets in Retirement Saving Accounts (2004)After-Tax Asset Allocation (2006)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Who Blinks in Volatile Markets, Individuals or Institutions? (2002)Scenario optimization asset and liability modelling for individual investors (2006)An Overview of Retirement Income Planning (2018)Theory of games and economic behavior (2019)Are Government Bonds Net Wealth? (1974)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Calculating the Asset Allocation (2000)Perspectives from the Literature of Private Wealth Management (2011)"Rethinking Pension Reform: Ten Myths About Social Security Systems" (1999)Developments in Pensions (2000)Investment Practices of State and Local Pension Funds: Implications for Social Security Reform (2000)The Strategic and Tactical Value of Commodity Futures (2006)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Gender differences in financial risk tolerance (2017)The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time) (1994)Portfolio regulation of life insurance companies and pension funds (2000)Tax-Advantaged Savings Accounts and Tax-Efficient Wealth Accumulation (2005)Applying After-Tax Asset Allocation (2007)Implications of principal, risk, and returns sharing across savings vehicles (2007)
this work references cited by second hop

References

  • 1990Liabilities— A New Approach340 cited
  • 1998Calculating a family’s asset mix53 cited
  • 1988Inflation, Index-Linked Bonds, and Asset Allocation52 cited
  • 1989Labor Supply Flexibility and Portfolio Choice34 cited
  • 1998The Inflation Premium Implicit in the US Real and Nominal Term Structures of Interest Rates33 cited
  • 2003On the Valuation of Tax-Advantaged Retirement Accounts26 cited
  • 1995State and Local Pension Plans26 cited
  • 1991Individual versus Institutional Investing25 cited
  • 2000Strategic asset allocation for individual investors24 cited

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