:::

詳目顯示

回上一頁
題名:私校退撫儲金人生週期基金方案設計分析與建議
書刊名:證券市場發展季刊
作者:陳彥志李進生陳登源呂鴻德
作者(外文):Chen, Yen-chihLee, Chin-shenChen, Ding-yuanLu, Hung-te
出版日期:2021
卷期:33:3=131
頁次:頁121-165
主題關鍵詞:人生週期基金目標日期基金確定提撥制退休金退休金不足風險Life cycle fundTarget date fundDefined contribution pension systemShortfall risk
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:1
期刊論文
1.Bodie, Zvi、Merton, Robert C.、Samuelson, William F.(1992)。Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model。Journal of Economic Dynamics & Control,16(3/4),427-449。  new window
2.Booth, L.(2004)。Formulating retirement targets and the impact of time horizon on asset allocation。Financial Services Review,13(1),1-17。  new window
3.Kosowski, R.、Naik, N. Y.、Teo, M.(2007)。Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis。Journal of Financial Economics,84(1),229-264。  new window
4.Efron, Bradley(1979)。Bootstrap methods: Another look at the Jackknife。The Annals of Statistics,7(1),1-26。  new window
5.Campbell, John Y.、Shiller, Robert J.(1988)。Stock prices, earnings and expected dividends。Journal of Finance,43(3),661-676。  new window
6.Kosowski, Robert、Timmermann, Allan、Wermers, Russ、White, Hal(2006)。Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis。Journal of Finance,61(6),2551-2595。  new window
7.Carlstein, Edward(1986)。The use of subseries values for estimating the variance of a general statistic from a stationary sequence。Annals of Statistics,14(3),1171-1179。  new window
8.Adam, K.、Marcet, A.、Nicolini, J. P.(2016)。Stock market volatility and learning。The Journal of Finance,71(1),33-82。  new window
9.Bai, Z.、Wallbaum, K.(2020)。Optimizing Pension Outcomes Using Target-Driven Investment Strategies: Evidence from Three Asian Countries with the Highest Old-Age Dependency Ratio。Asia-Pacific Journal of Financial Studies,49(4),652-682。  new window
10.Basu, A. K.、Byrne, A.、Drew, M. E.(2011)。Dynamic Lifecycle Strategies for Target Date Retirement Funds。The Journal of Portfolio Management,37(2),83-96。  new window
11.Blake, D.、Wright, D.、Zhang, Y.(2014)。Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners。Journal of Economic Dynamics and Control,38,105-124。  new window
12.Bodie, Z.(2015)。Thoughts on the future: Life-cycle investing in theory and practice。Financial Analysts Journal,71(1),43-48。  new window
13.Branch, B.、Qiu, L. V.(2011)。Exploring the pros and cons of target date funds。Financial Services Review,20(2),95-111。  new window
14.Bridges, B.、Gesumaria, R.、Leonesio, M. V.(2010)。Assessing the performance of life-cycle portfolio allocation strategies for retirement saving: A simulation study。Social Security Bulletin,70,23-43。  new window
15.Forsyth, P. A.、Vetzal, K. R.(2019)。Optimal asset allocation for retirement saving: Deterministic vs. time consistent adaptive strategies。Applied Mathematical Finance,26(1),1-37。  new window
16.Graf, S.(2017)。Life-cycle funds: Much ado about nothing?。The European Journal of Finance,23(11),974-998。  new window
17.Graf, S.、Ruß, J.、Schelling, S.(2019)。As you like it: Explaining the popularity of life‐cycle funds with multi cumulative prospect theory。Risk Management and Insurance Review,22(2),221-238。  new window
18.Horneff, V.、Maurer, R.、Mitchell, O. S.、Rogalla, R.(2015)。Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection。Insurance: Mathematics and Economics,63,91-107。  new window
19.Horneff, V.、Maurer, R.、Mitchell, O. S.(2020)。Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities。Journal of Banking & Finance,114,(105783)1-(105783)14。  new window
20.Jurek, J. W.、Viceira, L. M.(2011)。Optimal value and growth tilts in long-horizon portfolios。Review of Finance,15(1),29-74。  new window
21.Lewis, N. D.(2008)。Assessing shortfall risk in life-cycle investment funds。The Journal of Wealth Management,11(1),15-19。  new window
22.Lewis, N. D.(2010)。What can we expect from target date funds over the long run?。The Journal of Investing,19(2),77-84。  new window
23.Louw, E.、Van Schalkwyk, C. H.、Reyers, M.(2017)。Life cycle versus balanced funds: An emerging market perspective。South African Journal of Economic and Management Sciences,20(1),1-11。  new window
24.Okunev, J.(2016)。Risk-based tactical asset allocation strategies to enhance the performance of balanced and lifecycle funds: Some international evidence。The Journal of Index Investing,7(3),101-107。  new window
25.Pfau, W. D.(2010)。Lifecycle funds and wealth accumulation for retirement: Evidence for a more conservative asset allocation as retirement approaches。Financial Services Review,19(1),59-74。  new window
26.Polkovnichenko, V.(2007)。Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income risk。The Review of Financial Studies,20(1),83-124。  new window
27.Poterba, J.、Rauh, J.、Venti, S.、Wise, D.(2007)。Defined contribution plans, defined benefit plans, and the accumulation of retirement wealth。Journal of Public Economics,91(10),2062-2086。  new window
28.Okunev, J.(2014)。Lifestyle or lifecycle funds: Are they the answer to retirement wealth creation?。Journal of Investing,23(4),37-46。  new window
29.Schleef, H. J.、Eisinger, R. M.(2011)。Life-cycle funds: International diversification, reverse glide paths, and portfolio risk。Journal of Financial Planning,24(1),50-58。  new window
30.Schooley, D. K.、Worden, D. D.(1999)。Investors' asset allocations versus life-cycle funds。Financial Analysts Journal,55(5),37-43。  new window
31.Spitzer, J. J.、Singh, S.(2008)。Shortfall risk of target-date funds during retirement。Financial Services Review,17(2),143-153。  new window
32.Spitzer, J. J.、Singh, S.(2011)。Assessing the effectiveness of lifecycle (target-date) funds during the accumulation phase。Financial Services Review,20(4),327-314。  new window
33.Tang, N.、Mitchell, O. S.、Mottola, G. R.、Utkus, S. P.(2010)。The efficiency of sponsor and participant portfolio choices in 401(k) plans。Journal of Public Economics,94(11/12),1073-1085。  new window
34.Tang, N.、Lin, Y. T.(2015)。The efficiency of target-date funds。Journal of Asset Management,16(2),131-148。  new window
35.Campbell, John Y.、Shiller, Robert J.(1998)。Valuation Ratios and the Long-Run Stock Market Outlook。Journal of Portfolio Management,24(2),11-26。  new window
36.Poterba, James M.、Summers, Lawrence H.(1988)。Mean Reversion in Stock Prices: Evidence and Implications。Journal of Financial Economics,22(1),27-59。  new window
圖書
1.Chernick, M. R.、LaBudde, R. A.(2011)。An Introduction to Bootstrap Methods with Applications to R。John Wiley and Sons。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top