An optimizing framework for the glide paths of life cycle asset allocation funds

Author： Pfau Wade  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.18, Iss.1, 2011-01, pp. : 55-58

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence

By  

THE JOURNAL OF FINANCE, Vol. 60, Iss. 2, 2005-04 ,pp. : 869-904

John Wiley & Sons Inc

Access to resources Recommend Favorite

Institutional disparities and asset allocation homologation in Italian defined contribution pension funds. How do they affect the guarantee commitment?*

By  

Journal of Pension Economics & Finance, Vol. 16, Iss. 2, 2017-04 ,pp. : 205-232

Cambridge University Press

Access to resources Recommend Favorite

Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds

By Gomes Francisco J.   Kotlikoff Laurence J.   Viceira Luis M.  

The American Economic Review, Vol. 98, Iss. 2, 2008-05 ,pp. : 297-303

American Economic Association

Access to resources Recommend Favorite

Dynamic Asset Allocation Techniques

By  

British Actuarial Journal, Vol. 15, Iss. 3, 2009-09 ,pp. : 573-655

Cambridge University Press

Access to resources Recommend Favorite

Asset Allocation to Optimise Life Insurance Annuity Firm Economic Capital and Risk Adjusted Performance

By  

Annals of Actuarial Science, Vol. 3, Iss. 1-2, 2008-09 ,pp. : 187-214

Cambridge University Press

Access to resources Recommend Favorite