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The Principles of Corporate Pension Finance
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Cited by:
- Zvi Bodie, 1989. "Pension Funds and Financial Innovation," NBER Working Papers 3101, National Bureau of Economic Research, Inc.
- Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting, 2014. "Learning and incentive: A study on analyst response to pension underfunding," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 26-42.
- Jeremy I. Bulow & Myron S. Scholes, 1983.
"Who Owns the Assets in a Defined-Benefit Pension Plan?,"
NBER Chapters, in: Financial Aspects of the United States Pension System, pages 17-36,
National Bureau of Economic Research, Inc.
- Jeremy I. Bulow & Myron S. Scholes, 1982. "Who Owns the Assets in a Defined Benefit Pension Plan," NBER Working Papers 0924, National Bureau of Economic Research, Inc.
- Jeremy I. Bulow & Myron S. Scholes & Peter Menell, 1983.
"Economic Implications of ERISA,"
NBER Chapters, in: Financial Aspects of the United States Pension System, pages 37-56,
National Bureau of Economic Research, Inc.
- Jeremy I. Bulow & Myron S. Scholes & Peter Menell, 1982. "Economic Implications of ERISA," NBER Working Papers 0927, National Bureau of Economic Research, Inc.
- Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008.
"Empirical Risk Analysis of Pension Insurance: The Case of Germany,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 763-784, September.
- Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006. "Empirical risk analysis of pension insurance: the case of Germany," Discussion Paper Series 2: Banking and Financial Studies 2006,07, Deutsche Bundesbank.
- David McCarthy & David Miles, 2013.
"Optimal Portfolio Allocation for Corporate Pension Funds,"
European Financial Management, European Financial Management Association, vol. 19(3), pages 599-629, June.
- Miles, David & McCarthy, David, 2007. "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers 6394, C.E.P.R. Discussion Papers.
- Miles, David & McCarthy, David, 2011. "Optimal portfolio allocation for corporate pension funds," CEPR Discussion Papers 8198, C.E.P.R. Discussion Papers.
- Robin Greenwood & Annette Vissing-Jorgensen, 2018.
"The Impact of Pensions and Insurance on Global Yield Curves,"
Harvard Business School Working Papers
18-109, Harvard Business School, revised Dec 2018.
- Robin M. Greenwood & Annette Vissing-Jorgensen, 2019. "The Impact of Pensions and Insurance on Global Yield Curves," Swiss Finance Institute Research Paper Series 19-59, Swiss Finance Institute.
- Ilja Boelaars & Dirk Broeders, 2019. "Fair Pensions," DNB Working Papers 630, Netherlands Central Bank, Research Department.
- Romaniuk, Katarzyna, 2021. "Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 37-43.
- Love, David & Smith, Paul A. & Wilcox, David, 2007.
"Why Do Firms Offer Risky Defined–Benefit Pension Plans?,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 60(3), pages 507-519, September.
- David Love & Paul Smith & David Wilcox, 2007. "Why Do Firms Offer Risky Defined Benefit Pension Plans?," Department of Economics Working Papers 2007-04, Department of Economics, Williams College.
- David A. Love & Paul A. Smith & David W. Wilcox, 2007. "Why do firms offer risky defined benefit pension plans?," Finance and Economics Discussion Series 2007-36, Board of Governors of the Federal Reserve System (U.S.).
- Zvi Bodie, 1988. "Pension Fund Investment Policy," NBER Working Papers 2752, National Bureau of Economic Research, Inc.
- Broeders, Dirk & Chen, An, 2010. "Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1201-1214, June.
- Zvi Bodie & Jay O. Light & Randall Morck, 1987.
"Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation,"
NBER Chapters, in: Issues in Pension Economics, pages 15-48,
National Bureau of Economic Research, Inc.
- Zvi Bodie & Jay O. Light & Randall Morck & Robert A. Taggart, Jr., 1984. "Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation," NBER Working Papers 1315, National Bureau of Economic Research, Inc.
- Cotter, John & Blake, David & Dowd, Kevin, 2006.
"Financial Risks and the Pension Protection Fund: Can it Survive Them?,"
MPRA Paper
3498, University Library of Munich, Germany.
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," Papers 1103.5978, arXiv.org.
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund:Can It Survive Them?," Working Papers 200615, Geary Institute, University College Dublin.
- Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019. "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers 13591, C.E.P.R. Discussion Papers.
- Douglas, Graeme & Roberts-Sklar, Matt, 2018. "What drives UK defined benefit pension funds' investment behaviour?," Bank of England working papers 757, Bank of England.
- Móricz, Dániel, 2004. "Vállalati szolgáltatási nyugdíjprogramok optimális befektetési politikája és fedezettségi szintje az Egyesült Államokban [Optimal investment and funding policy of US defined-benefit pension plans]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1113-1131.
- David A. Love & Paul A. Smith & David W. Wilcox, 2009. "Should risky firms offer risk-free DB pensions?," Finance and Economics Discussion Series 2009-20, Board of Governors of the Federal Reserve System (U.S.).
- Steenkamp, Tom B.M. van, 1999. "Contingent claims analysis and the valuation of pension liabilities," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- repec:dau:papers:123456789/13624 is not listed on IDEAS
- Anantharaman, Divya & Lee, Yong Gyu, 2014. "Managerial risk taking incentives and corporate pension policy," Journal of Financial Economics, Elsevier, vol. 111(2), pages 328-351.
- Feldstein, Martin & Seligman, Stephanie, 1981.
"Pension Funding, Share Prices, and National Savings,"
Journal of Finance, American Finance Association, vol. 36(4), pages 801-824, September.
- Martin Feldstein & Stephanie Seligman, 1980. "Pension Funding, Share Prices, and National Saving," NBER Working Papers 0509, National Bureau of Economic Research, Inc.
- Goto, Shingo & Yanase, Noriyoshi, 2021. "Pension return assumptions and shareholder-employee risk-shifting," Journal of Corporate Finance, Elsevier, vol. 70(C).
- Jules H. van Binsbergen & Robert Novy-Marx & Joshua Rauh, 2014.
"Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities,"
NBER Chapters, in: Tax Policy and the Economy, Volume 28, pages 133-154,
National Bureau of Economic Research, Inc.
- Jules H. van Binsbergen & Robert Novy-Marx & Joshua Rauh, 2014. "Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities," Tax Policy and the Economy, University of Chicago Press, vol. 28(1), pages 133-154.
- Romaniuk, Katarzyna, 2019. "Premiums of the Pension Benefit Guarantee Corporation and risk-taking by pension plans," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 301-307.
- Alan Marcus, 1987.
"Corporate Pension Policy and the Value of PBGC Insurance,"
NBER Chapters, in: Issues in Pension Economics, pages 49-80,
National Bureau of Economic Research, Inc.
- Alan J. Marcus, 1983. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers 1217, National Bureau of Economic Research, Inc.
- Michael J. Alderson & Neil L. Seitz, 2013. "Pension Policy and the Value of Corporate-Level Investment," Financial Management, Financial Management Association International, vol. 42(2), pages 413-440, June.
- Gaobo Pang & Mark Warshawsky, 2013. "Comparing Costs and Risks of Retirement Plans for Sponsors," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(2), pages 195-217, September.
- Webb, David C., 2004. "Sponsoring company finance and investment and defined benefit pension scheme deficits," LSE Research Online Documents on Economics 24699, London School of Economics and Political Science, LSE Library.
- Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2017. "Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 35-52.
- Janko Gorter & Jacob A. Bikker, 2013.
"Investment risk taking by institutional investors,"
Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4629-4640, November.
- J. Gorter & J.A. Bikker, 2011. "Investment risk taking by institutional investors," Working Papers 11-11, Utrecht School of Economics.
- An, Heng & Huang, Zhaodan & Zhang, Ting, 2013. "What determines corporate pension fund risk-taking strategy?," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 597-613.
- Chen, An & Uzelac, Filip, 2014. "A risk-based premium: What does it mean for DB plan sponsors?," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 1-11.
- Margaret J. Lay, 2020. "Pension Regulation, Firm Borrowing, and Investment Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(4), pages 935-968, December.
- Dirk Broeders, 2010. "Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(4), pages 911-934, December.
- Vafeas, Nikos & Vlittis, Adamos, 2018. "Independent directors and defined benefit pension plan freezes," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 505-518.
- Zvi Bodie & John B. Shoven, 1983. "Introduction to "Financial Aspects of the United States Pension System"," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 1-16, National Bureau of Economic Research, Inc.
- Bégin, Jean-François, 2020. "Levelling the playing field: A VIX-linked structure for funded pension schemes," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 58-78.
- Mary McCarthy & Elisabeta Pana & Andrew Weinberger, 2021. "The role of institutional investors in pension risk transfers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 451-468, July.
- Alderson, Michael J. & Betker, Brian L. & Halford, Joseph T., 2017. "Are managers paid for better levels of pension funding?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 25-33.
- Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2015.
"Assessing the effects of unconventional monetary policy on pension funds risk incentives,"
MPRA Paper
73398, University Library of Munich, Germany, revised Aug 2016.
- Sabri Boubaker & Dimitrios Gounopoulos & Duc Khuong Nguyen & Nikos Paltalidis, 2016. "Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives," Working Papers 2016-005, Department of Research, Ipag Business School.
- Cocco, Joâo F. & Volpin, Paolo, 2005. "The Corporate Governance of Defined-Benefit Pension Plans: Evidence from the United Kingdom," CEPR Discussion Papers 4932, C.E.P.R. Discussion Papers.
- Love, David A. & Smith, Paul A. & Wilcox, David W., 2011. "The effect of regulation on optimal corporate pension risk," Journal of Financial Economics, Elsevier, vol. 101(1), pages 18-35, July.
- Mager, Ferdinand & Schmieder, Christian, 2008. "Stress testing of real credit portfolios," Discussion Paper Series 2: Banking and Financial Studies 2008,17, Deutsche Bundesbank.
- Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc.
- Lekniute, Z. & Beetsma, R.M.W.J. & Ponds, E.H.M., 2014. "A Value-Based Approach to the Redesign of US State Pension Plans," Other publications TiSEM 3156027d-33c6-4045-963a-d, Tilburg University, School of Economics and Management.