Back to the funding ratio! : addressing the duration puzzle and retirement income risk of defined contribution pension plans
Daniel Mantilla-Garcia, Lionel Martellini, Manuel E. Garcia-Huitrón, Miguel A. Martinez-Carrasco
| Year of publication: |
2024
|
|---|---|
| Authors: | Mantilla-Garcia, Daniel ; Martellini, Lionel ; Garcia-Huitrón, Manuel E. ; Martinez-Carrasco, Miguel A. |
| Published in: |
Journal of banking and finance. - Amsterdam : Elsevier North-Holland, ISSN 1872-6372, ZDB-ID 1460614-8. - Vol. 159.2024, Art.-No. 107061, p. 1-22
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| Subject: | Asset allocation | Pension funds | Performance metrics | Target-date funds | Target-income | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Altersvorsorge | Retirement provision | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Private Altersvorsorge | Private retirement provision | Risiko | Risk | Kapitalanlage | Financial investment | Betriebliche Altersversorgung | Occupational pension plan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.107061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452072