The Pension Challenge: Risk Transfers and Retirement Income Security

By Olivia S. Mitchell; Kent Smetters | Go to book overview

References

Ameriks, John and Stephen Zeldes. 2001. “How Do Household Portfolio Shares Vary With Age?” TIAA-CREF Institute Working Paper. .

Bodie, Zvi. 1976. “Common Stocks as a Hedge against Inflation.” Journal of Finance May: 459-470.

—— 1990. “Inflation Insurance.” The Journal of Risk and Insurance 57(4) 634-645.

—— 1995. “On the Risk of Stocks in the Long Run.” Financial Analysts Journal May-June: 18-22.

—— 1997. “Inflation-Protected Retirement Plans.” In Managing Public Debt: Index-Linked Bonds in Theory and Practice, eds. Marcello De Cecco, Gustavo Piga, and Lorenzo Pecchi. Cheltenham, UK: Edward Elgar Publisher, pp. 33-49.

—— 2002. “Life-Cycle Finance in Theory and in Practice.” Boston University School of Management Working Paper.

—— and Michael Clowes. 2003. Worry-Free Investing: A No-Risk Approach to Achieving Your Lifetime Financial Goals. New York, NY: Financial Times/Prentice Hall.

—— and Dwight B. Crane. 1997. “Personal Investing: Advice, Theory, and Evidence.” Financial Analysts Journal 53 (November-December): 13-23.

—— —— 1999. “The Design and Production of New Retirement Savings Products.” Journal of Portfolio Management 25(January-February): 77-82.

——, P. Brett Hammond, and Olivia S. Mitchell. 2001. “New Approaches to Analyzing and Managing Retirement Risks.” Benefits Quarterly 17(4): 72-83.

——, Alex Kane, and Alan Marcus. 2002. Investments, 5th edn. Boston: McGraw-Hill Irwin.

——, R. C. Merton, and W. Samuelson. 1992. “Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model.” Journal of Economic Dynamics and Control 16: 427-449.

Dybvig, Philip H. 1995. “Dusenberry's Ratcheting of Consumption and Investment Given Intolerance for any Decline in Standard of Living.” Review of Economic Studies 62: 287-313.

Merton, Robert C. 1969. “Lifetime Portfolio Selection Under Uncertainty: The Continuous-Time Case.” Review of Economics and Statistics 51(August): 247-257.

—— 1992. Continuous-Time Finance, revised edn. Oxford: Basil Blackwell.

Samuelson, Paul A. 1969. “Lifetime Portfolio Selection by Dynamic Stochastic Programming.” Review of Economics and Statistics 51(August): 239-246.

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The Pension Challenge: Risk Transfers and Retirement Income Security
Table of contents

Table of contents

  • The Pension Challenge iii
  • Preface v
  • Contents vii
  • Figures ix
  • Tables xi
  • Notes on Contributors xv
  • Abbreviations xix
  • References 13
  • Part I Plan Sponsors and Retirement Income Risk 17
  • References 32
  • References 67
  • References 88
  • References 101
  • References 115
  • Appendix 151
  • References 153
  • Part II Global Developments in Retirement Risk Transfer 157
  • Appendix: An Illustration of Option-Pricing Techniques Applied to Individual Accounts 177
  • References 185
  • Appendix 209
  • References 212
  • Appendix 234
  • References 249
  • References 266
  • References 307
  • References 329
  • Index 331
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