scroll to top
0

EBSCO Auth Banner

Let's find your institution. Click here.

Advanced Search Results For "DEFINED contribution pension plans"

1 - 10 of 16,390 results for
 "DEFINED contribution pension plans"
Results per page:

Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause.

Publication Type: Academic Journal

Source(s): Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 22, p7980-8011. 32p.

Abstract: In this paper, we investigate a robust optimal investment problem for a defined contribution (DC) pension plan with a return of premiums clause, taking account of the inflation risk and the salary risk. The members in the pension plan continuously cont...

View details

Should Defined Contribution Plans Include Private Equity Investments?

Publication Type: Academic Journal

Source(s): Financial Analysts Journal. 2022, Vol. 78 Issue 4, p5-17. 13p.

Abstract: This paper evaluates the pros and cons of including private equity fund investments in defined contribution plans. Potential benefits include higher returns and improved diversification as well as a relatively safe method for accessing investments prev...

View details

Asset allocation for a DC pension plan with learning about stock return predictability.

Publication Type: Academic Journal

Source(s): Journal of Industrial & Management Optimization. Nov2022, Vol. 18 Issue 6, p3847-3877. 31p.

Abstract: This paper investigates an optimal investment problem for a defined contribution pension plan member who receives a stochastic salary, and considers inflation risk and stock return predictability. The member aims to maximize the expected power utility ...

View details

Changing Defined Contribution Plan Year from Non-Calendar to Calendar Year.

Publication Type: Academic Journal

Source(s): Journal of Pension Planning & Compliance. Winter2023, Vol. 48 Issue 4, p1-9. 9p.

Abstract: The article discusses that changing the plan year of a defined contribution plan requires advance planning to ensure compliance and avoid unexpected outcomes. It assumes a transition from a plan year ending September 30 to a plan year ending December 3...

View details

Where Do Shareholder Gains in Hedge Fund Activism Come From? Evidence From Employee Pension Plans.

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis; Sep2022, Vol. 57 Issue 6, p2140-2176, 37p

Abstract: Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

View details

Optimal asset allocation for outperforming a stochastic benchmark target.

Publication Type: Academic Journal

Source(s): Quantitative Finance. Sep2022, Vol. 22 Issue 9, p1595-1626. 32p.

Abstract: We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic target. We formulate the problem as an optimal stochastic control with an...

View details

Minimum Required Distribution Regulations Get a New (but still Complex) Look: This column summarizes the key changes the recently issued proposed regulations made to defined contribution and defined benefit plans.

Publication Type: Academic Journal

Source(s): Journal of Pension Benefits: Issues in Administration. Summer2022, Vol. 29 Issue 4, p29-32. 4p.

Abstract: The article presents the discussion on issuing proposed regulations defining contribution and defined benefit plans. Topics include focusing on employee benefits and compensation matters showing employment taxes and related reporting and withholding re...

View details

DC investors in 50s or 60s at far greater risk than DB – Altmann.

Publication Type: Periodical

Source(s): Corporate Adviser (Online Edition). 10/12/2022, p1-4. 4p.

Abstract: The article reports that Members of defined contribution (DC) pension funds in their 50s or 60s, are even more at risk than those in defined-benefit (DB) schemes. It mentions Bank of England's quantitative easing (QE) policy has, to a significant exten...

View details

Impact of Board Composition on Pension De‐risking Strategies.

Publication Type: Academic Journal

Source(s): British Journal of Management. Jul2022, Vol. 33 Issue 3, p1304-1322. 19p. 10 Charts.

Abstract: Pension de‐risking strategies have been widely adopted by firms with defined‐benefit (DB) pension plans to reduce pension risk. This paper investigates the influence of board composition on pension de‐risking strategies within the UK, focusing particul...

View details

Optimal investment strategy for a DC pension fund plan in a finite horizon time: an optimal stochastic control approach.

Publication Type: Academic Journal

Source(s): Annals of Actuarial Science. Jul2022, Vol. 16 Issue 2, p367-383. 17p.

Abstract: This paper obtains an optimal strategy in a finite horizon time for a portfolio of a defined contribution (DC) pension fund for an investor with the CRRA utility function. It employs the optimal stochastic control method in a financial market with two ...

View details
sponsored