Lifecycle and fixed portfolio allocation strategies: a performance comparison for emerging market countries
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References listed on IDEAS
- Wade D. Pfau, 2009.
"Lifecycle Funds and Wealth Accumulation for Retirement:Evidence for a More Conservative Asset Allocation as Retirement Approaches,"
GRIPS Discussion Papers
09-15, National Graduate Institute for Policy Studies.
- Wade D. Pfau, 2009. "Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches," GRIPS Discussion Papers 10-10, National Graduate Institute for Policy Studies, revised Sep 2010.
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"Lessons of the Financial Crisis for the Design of National Pension Systems,"
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"An optimizing framework for the glide paths of life cycle asset allocation funds,"
Applied Economics Letters, Taylor & Francis Journals, vol. 18(1), pages 55-58.
- Wade D. Pfau, 2009. "An Optimizing Framework for the Glide Paths of Lifecycle Asset Allocation Funds," GRIPS Discussion Papers 09-16, National Graduate Institute for Policy Studies.
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More about this item
Keywords
Emerging Markets; Fixed Allocations; Lifecycle Allocations; Pension Funds; Monte Carlo Simulations;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CSE-2011-06-18 (Economics of Strategic Management)
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