Matches in SemOpenAlex for { <https://semopenalex.org/work/W1560901097> ?p ?o ?g. }
- W1560901097 abstract "In countries with large scale private and public funded pension arrangements, for example, the United States, Canada, Japan, the Netherlands, and the United Kingdom, one of the key decisions is how the contributions into the fund should be invested to best effect. The investment decision typically results in some form of risk sharing between members and sponsor in terms of (1) the level of contributions required to pay for all promised benefits, (2) the volatility of contributions required, and (3) the uncertainty of the level of benefits actually deliverable should the scheme be wound up or have to be wound up. Some of the risks associated with the pension benefits have a clear link with the economy and hence with other instruments traded in the financial markets. Others, such as demographic risks and the uncertainty as to how members or the sponsor will exercise their options, which are often far from being economically optimal, are less related to the assets held in the fund.This article describes broadly what assets are available to the institutional investor, how an investor might go about deciding on an asset allocation, and explore what the possible consequences of an asset allocation might be.Keywords:funding;asset selection;currency;derivatives;risk budgeting;risk measures;styles;portfolio construction;stochastic asset models;inflation;immunization;hedging;defined benefit schemes;defined contribution schemes;liability benchmark portfolio;investment strategy;valuation;lifestyle;arbitrage-free" @default.
- W1560901097 created "2016-06-24" @default.
- W1560901097 creator A5057415687 @default.
- W1560901097 date "2014-12-01" @default.
- W1560901097 modified "2023-09-23" @default.
- W1560901097 title "Assets in Pension Funds" @default.
- W1560901097 cites W1539115613 @default.
- W1560901097 cites W1900561305 @default.
- W1560901097 cites W1973784058 @default.
- W1560901097 cites W1975356111 @default.
- W1560901097 cites W1984697146 @default.
- W1560901097 cites W1990247668 @default.
- W1560901097 cites W2005158847 @default.
- W1560901097 cites W2010681793 @default.
- W1560901097 cites W2019291268 @default.
- W1560901097 cites W2027158969 @default.
- W1560901097 cites W2028202351 @default.
- W1560901097 cites W2029056003 @default.
- W1560901097 cites W2035004611 @default.
- W1560901097 cites W2037051986 @default.
- W1560901097 cites W2047144206 @default.
- W1560901097 cites W2058789039 @default.
- W1560901097 cites W2060044440 @default.
- W1560901097 cites W2062143325 @default.
- W1560901097 cites W2074170497 @default.
- W1560901097 cites W2077791698 @default.
- W1560901097 cites W2082317778 @default.
- W1560901097 cites W2082330181 @default.
- W1560901097 cites W2090874083 @default.
- W1560901097 cites W2096865524 @default.
- W1560901097 cites W2099835395 @default.
- W1560901097 cites W2105973145 @default.
- W1560901097 cites W2107324879 @default.
- W1560901097 cites W2108016480 @default.
- W1560901097 cites W2116180164 @default.
- W1560901097 cites W2120087808 @default.
- W1560901097 cites W2123343520 @default.
- W1560901097 cites W2124635303 @default.
- W1560901097 cites W2124861173 @default.
- W1560901097 cites W2130024318 @default.
- W1560901097 cites W2131925891 @default.
- W1560901097 cites W2138490239 @default.
- W1560901097 cites W2139509806 @default.
- W1560901097 cites W2145117434 @default.
- W1560901097 cites W2148654185 @default.
- W1560901097 cites W2148937781 @default.
- W1560901097 cites W2153524047 @default.
- W1560901097 cites W2156377605 @default.
- W1560901097 cites W2156559978 @default.
- W1560901097 cites W2158109527 @default.
- W1560901097 cites W2160132624 @default.
- W1560901097 cites W2166215547 @default.
- W1560901097 cites W2167230690 @default.
- W1560901097 cites W2169869866 @default.
- W1560901097 cites W2291688673 @default.
- W1560901097 cites W2315057636 @default.
- W1560901097 cites W2315408070 @default.
- W1560901097 cites W2315534298 @default.
- W1560901097 cites W2322851437 @default.
- W1560901097 cites W2330059632 @default.
- W1560901097 cites W2331285840 @default.
- W1560901097 cites W2333441558 @default.
- W1560901097 cites W2752617332 @default.
- W1560901097 cites W2887104448 @default.
- W1560901097 cites W3023478198 @default.
- W1560901097 cites W3122217517 @default.
- W1560901097 cites W3123300179 @default.
- W1560901097 cites W3124240960 @default.
- W1560901097 cites W3125725166 @default.
- W1560901097 cites W4213291727 @default.
- W1560901097 cites W4231057775 @default.
- W1560901097 cites W4231565525 @default.
- W1560901097 cites W4232474910 @default.
- W1560901097 cites W4235128516 @default.
- W1560901097 cites W4236848696 @default.
- W1560901097 cites W4251176858 @default.
- W1560901097 doi "https://doi.org/10.1002/9781118445112.stat04335" @default.
- W1560901097 hasPublicationYear "2014" @default.
- W1560901097 type Work @default.
- W1560901097 sameAs 1560901097 @default.
- W1560901097 citedByCount "1" @default.
- W1560901097 crossrefType "other" @default.
- W1560901097 hasAuthorship W1560901097A5057415687 @default.
- W1560901097 hasConcept C10138342 @default.
- W1560901097 hasConcept C106803007 @default.
- W1560901097 hasConcept C134221152 @default.
- W1560901097 hasConcept C139819358 @default.
- W1560901097 hasConcept C141121606 @default.
- W1560901097 hasConcept C144133560 @default.
- W1560901097 hasConcept C162118730 @default.
- W1560901097 hasConcept C162324750 @default.
- W1560901097 hasConcept C186027771 @default.
- W1560901097 hasConcept C2780821815 @default.
- W1560901097 hasConcept C2780899237 @default.
- W1560901097 hasConcept C556758197 @default.
- W1560901097 hasConcept C98965940 @default.
- W1560901097 hasConceptScore W1560901097C10138342 @default.
- W1560901097 hasConceptScore W1560901097C106803007 @default.
- W1560901097 hasConceptScore W1560901097C134221152 @default.
- W1560901097 hasConceptScore W1560901097C139819358 @default.