Retirement
- The Portfolio Size Effect and Lifecycle Asset
Allocation Funds: A Different PerspectiveWade D. PfauThe Journal of Portfolio Management April 2011, 37 (3) 44-53; DOI: https://doi.org/10.3905/jpm.2011.37.3.044 - Invited Editorial CommentLaurence B. SiegelThe Journal of Portfolio Management October 2010, 37 (1) 1-4; DOI: https://doi.org/10.3905/jpm.2010.37.1.001
- Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?Anup K. Basu and Michael E DrewThe Journal of Portfolio Management April 2009, 35 (3) 61-72; DOI: https://doi.org/10.3905/JPM.2009.35.3.061
- Fixing a Dysfunctional Market: The Case of HECM Reverse MortgagesJack GuttentagThe Journal of Structured Finance October 2017, 23 (3) 83-90; DOI: https://doi.org/10.3905/jsf.2017.23.3.083
- The Effect of Probabilistic and Stochastic Valuations
versus a Deterministic Valuation of Securitized Senior
Life Settlements on the Level of Liquidity FacilityCharles A. Stone and Anne ZissuThe Journal of Structured Finance April 2012, 18 (1) 137-143; DOI: https://doi.org/10.3905/jsf.2012.18.1.137 - The Impact of Life Expectancies on the Life Settlement IndustryKiri Parankirinathan, Barry Reed and Tom BakosThe Journal of Structured Finance April 2012, 18 (1) 131-136; DOI: https://doi.org/10.3905/jsf.2012.18.1.131
- A Framework for Designing Investment Strategies for Default Retirement PlansEdwin Lung, Craig Roodt, Laura Ryan, Geoffrey J. Warren and Kirsten WymerThe Journal of Retirement January 2021, 8 (3) 40-60; DOI: https://doi.org/10.3905/jor.2020.1.081
- Measuring Racial/Ethnic Retirement Wealth InequalityWenliang Hou and Geoffrey T. SanzenbacherThe Journal of Retirement January 2021, 8 (3) 12-28; DOI: https://doi.org/10.3905/jor.2020.1.079
- Financial Literacy, the “High-Fee Puzzle,” and Knowledge about the Importance of FeesLeslie A. Muller and John A. TurnerThe Journal of Retirement January 2021, 8 (3) 29-38; DOI: https://doi.org/10.3905/jor.2020.1.078
- BOOK REVIEW: Is There a Retirement Crisis? An Exploration of the Current DebateGeorge A. (Sandy) Mackenzie and Anna M. RappaportThe Journal of Retirement January 2021, 8 (3) 7-11; DOI: https://doi.org/10.3905/jor.2020.1.077
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (169)
- In Portfolio Management (137)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (199)
- Factors, risk premia
- Factor-based models (455)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (85)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (572)
- Retirement (433)
- Social security (89)
- Pension funds (161)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (244)
- Passive strategies (138)
- Other (310)
- Performance measurement
- Volatility measures (364)
- Performance measurement (1548)
- Portfolio management/multi-asset allocation
- Portfolio theory (652)
- Portfolio construction (1655)
- ESG investing (296)
- Manager selection (282)
- Other (269)
- Quantitative methods
- Statistical methods (1250)
- Simulations (284)
- Quantitative methods (420)
- Real assets/alternative investments/private equity
- Real estate (212)
- Commodities (179)
- Other real assets (96)
- Currency (154)
- Private equity (719)
- Risk management
- Credit risk management (285)
- Tail risks (143)
- Risk management (799)
- Security analysis and valuation
- Technical analysis (111)