Automatic balancing mechanisms for mixed pension systems under different investment strategies-Reference-Cited by-同舟云学术

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Automatic balancing mechanisms for mixed pension systems under different investment strategies

Published:2019-07-31 Issue:2-3 Volume:26 Page:277-294
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Boado-Penas María del Carmen¹,Godínez-Olivares Humberto²,Haberman Steven³,Serrano Pedro⁴

Affiliation:

1. Department of Mathematical Sciences, Institute for Financial and Actuarial Mathematics (IFAM), University of Liverpool, Liverpool, UK

2. Arundo Analytics, Houston, TX, USA

3. Faculty of Actuarial Science and Insurance, Cass Business School, City, University of London, London, UK

4. Department of Business Administration, University Carlos III of Madrid, Madrid, Spain

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2019.1647260

Reference37 articles.

1. Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty

2. Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution

3. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model

4. The Significance of the Market Portfolio

5. Notional Defined Contribution Pension Systems in a Stochastic Context

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2. SPension Fund Investment into Sustainable Assets: A Critical Review of Reporting Frameworks in Lithuania;Liberec Economic Forum 2023;2023-09

3. Investment risk-taking and benefit adequacy under automatic balancing mechanism in the Japanese public pension system;Humanities and Social Sciences Communications;2023-08-10

4. Portfolio rebalancing based on a combined method of ensemble machine learning and genetic algorithm;Journal of Financial Reporting and Accounting;2022-11-16

5. Dynamic optimal adjustment policies of hybrid pension plans;Insurance: Mathematics and Economics;2022-09

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