TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS
From MaRDI portal
Publication:4990921
DOI10.1142/S0219024921500072zbMath1466.91256OpenAlexW3127252613MaRDI QIDQ4990921
Publication date: 1 June 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024921500072
Related Items
Cites Work
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- A Jump-Diffusion Model for Option Pricing
- On the sub-optimality cost of immediate annuitization in DC pension funds
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
- Nonparametric tests for pathwise properties of semimartingales
- De-risking defined benefit plans
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR
- The timing of annuitization: Investment dominance and mortality risk
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach
- The annuity puzzle remains a puzzle
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
- Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
- The Stationary Bootstrap
- Automatic Block-Length Selection for the Dependent Bootstrap
- Financial Modelling with Jump Processes
- Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent?
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
- Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings
