scholarly journals A Stochastic Control Approach to Defined Contribution Plan Decumulation: 'The Nastiest, Hardest Problem in Finance'

2020 ◽  
Author(s):  
Peter Forsyth
Keyword(s):  
Stochastic Control ◽  
Defined Contribution ◽  
Control Approach ◽  
Defined Contribution Plan

scholarly journals Stochastic Control for DC–DC Power Converters: A Generalized Minimum Variance Control Approach

2020 ◽  
Vol 53 (2) ◽  
pp. 13410-13417
Author(s):  
Kevin E. Lucas ◽  
Daniel J. Pagano ◽  
Douglas A. Plaza ◽  
David Alejandro Vaca—Benavides ◽  
Sara J. Ríos
Keyword(s):  
Stochastic Control ◽  
Power Converters ◽  
Minimum Variance ◽  
Control Approach ◽  
Minimum Variance Control ◽  
Dc Power

A Stochastic Control Approach to Optimally Designing Hierarchical Flash Sets in P300 Communication Prostheses

2012 ◽  
Vol 20 (1) ◽  
pp. 102-112 ◽  
Author(s):  
Rui Ma ◽  
Navid Aghasadeghi ◽  
Julian Jarzebowski ◽  
Timothy Bretl ◽  
Todd P. Coleman
Keyword(s):  
Stochastic Control ◽  
Control Approach

The impact of employer-delayed deposits on plan participant wealth

2016 ◽  
Vol 42 (12) ◽  
pp. 1171-1179
Author(s):  
Jeffrey Scott Jones
Keyword(s):  
Design Methodology ◽  
Defined Contribution ◽  
Regulatory Oversight ◽  
Content Type ◽  
Defined Contribution Plans ◽  
Economic Significance ◽  
History Of ◽  
Defined Contribution Plan ◽  
The Impact ◽  
Primary Contribution

Purpose The purpose of this paper is to examine the impact of employer-delayed deposits to defined contribution plans on plan participant wealth. The history of regulatory oversight on the obligations of employers to remit deposits to defined contribution plans on behalf of employees is discussed. In light of these regulations, the paper discusses and examines situations in which employers may legally delay the deposit of employee contributions to a defined contribution plan and how the existence of various calendar anomalies may impact the returns of plan participants. Design/methodology/approach Simulated equity portfolios over the period 1985-2014 are created to determine the economic significance of possible delays in plan deposits on the accumulated wealth of plan participants. Findings The findings suggest that in situations where employees are paid monthly at the end of the month, it is always to their benefit to have their funds deposited as soon as possible. However, for employees paid weekly at the end of the week, a slight delay (one to three days) in the deposit of funds by the employer may actually be beneficial for the employee, particularly if the employee invests heavily in small and mid-cap stocks. Originality/value This is the first paper to explicitly study the impact of an employer’s timing of deposits to a defined contribution plan on the accumulated wealth of plan participants, and is thus the primary contribution of the paper.

scholarly journals Optimal pairs trading: A stochastic control approach

2008 ◽  
Author(s):  
Supakorn Mudchanatongsuk ◽  
James A. Primbs ◽  
Wilfred Wong
Keyword(s):  
Stochastic Control ◽  
Pairs Trading ◽  
Control Approach
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