scholarly journals Pension Fund Asset Allocation and Liability Discount Rates: Camouflage and Reckless Risk Taking by U.S. Public Plans?

2012 ◽  
Author(s):  
Aleksandar Andonov ◽  
Rob Bauer ◽  
Martijn Cremers
Keyword(s):  
Risk Taking ◽  
Asset Allocation ◽  
Pension Fund ◽  
Discount Rates

scholarly journals Pension Fund Asset Allocation and Liability Discount Rates

2017 ◽  
Vol 30 (8) ◽  
pp. 2555-2595 ◽  
Author(s):  
Aleksandar Andonov ◽  
Rob M.M.J. Bauer ◽  
K.J. Martijn Cremers
Keyword(s):  
Asset Allocation ◽  
Pension Fund ◽  
Discount Rates

A Global Perspective on Pension Fund Asset Allocation

CFA Digest ◽  
1998 ◽  
Vol 28 (4) ◽  
pp. 45-46
Author(s):  
Charles F. Peake
Keyword(s):  
Asset Allocation ◽  
Pension Fund ◽  
Global Perspective

Pension Fund Performance and Risk-Taking Under Decentralized Investment Management

2009 ◽  
Author(s):  
David P. Blake ◽  
Allan G. Timmermann ◽  
Ian Tonks ◽  
Russ R. Wermers
Keyword(s):  
Risk Taking ◽  
Pension Fund ◽  
Fund Performance ◽  
Investment Management

Research on Asset Allocation Model of Pension Fund in China

2011 ◽  
Vol 422 ◽  
pp. 448-451
Author(s):  
Mei Wang ◽  
Li Yan Han ◽  
Yan Sui Yang
Keyword(s):  
Financial Market ◽  
Asset Allocation ◽  
Price Index ◽  
Pension Fund ◽  
Pension System ◽  
Consumer Price Index ◽  
Minimum Variance ◽  
Allocation Model ◽  
Investment Policies ◽  
The Core

The preservation and appreciation of pension fund is the core of the whole pension system. As the cash for daily life of the retiree, the investment rate of return of pension fund has to be higher than Consumer Price Index (CPI) in order to maintain the purchase power of pension and play a security role. On the basis of Markowitz theory, the constraint of CPI was added in this paper. The weight of all assets in optimum portfolio and the minimum variance of the portfolio under current financial market were calculated by Matlab software in China. Finally, suggestions on reforming investment policies of pension fund in China were given.

scholarly journals On the Asset Allocation of a Default Pension Fund

2016 ◽  
Author(s):  
Magnus Dahlquist ◽  
Ofer Setty ◽  
Roine Vestman
Keyword(s):  
Asset Allocation ◽  
Pension Fund
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