Efficient post-retirement asset allocation
From MaRDI portal
Recommendations
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
- Annuitization and asset allocation
- Optimal asset allocation in life annuities: a note.
- Dynamic asset allocation with consumption ratcheting post retirement
- Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Cites work
- scientific article; zbMATH DE number 1082205 (Why is no real title available?)
- Optimal asset allocation in life annuities: a note.
- Optimal investment choices post-retirement in a defined contribution pension scheme
- Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase.
- Real longevity insurance with a deductible: introduction to advanced-life delayed annuities (ALDA)
- Self-Annuitization and Ruin in Retirement
- The Management of Decumulation Risks in a Defined Contribution Pension Plan
Cited in
(6)- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities
- The effect of objective formulation on retirement decision making
- Optimal asset allocation for DC pension decumulation with a variable spending rule
- Management of portfolio depletion risk through optimal life cycle asset allocation
- Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
- Following the rules: integrating asset allocation and annuitization in retirement portfolios
This page was built for publication: Efficient post-retirement asset allocation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5022542)