Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans

1997188 citationsJournal Article

Authors

Fernando Zapatero · Economic Research Centre

Abstract

Journal Article Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans Get access Suresh Sundaresan, Suresh Sundaresan Columbia University Address all correspondence to Suresh Sundaresan, Graduate School of Business. Columbia University, New York, NY 10027. Search for other works by this author on: Oxford Academic Google Scholar Fernando Zapatero Fernando Zapatero Centre de Investigacion Economica, ITAM Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 10, Issue 3, July 1997, Pages 631–660, https://doi.org/10.1093/rfs/10.3.631 Published: 03 April 2015

Topics & Keywords

Financial Literacy, Pension, Retirement Analysis Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Review of Financial Studies

Volume 10, Issue 3, pp. 631-660

DOI: 10.1093/rfs/10.3.631

Field-Weighted Citation Impact: 3.79