Nothing Special   »   [go: up one dir, main page]
create a website
Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?. (2012). Reuter, Jonathan ; Balduzzi, Pierluigi.
In: NBER Working Papers.
RePEc:nbr:nberwo:17886.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22025.

    Full description at Econpapers || Download paper

  2. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
    In: Scholarly Articles.
    RePEc:hrv:faseco:27413770.

    Full description at Econpapers || Download paper

  3. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:106:y:2016:i:5:p:1-30.

    Full description at Econpapers || Download paper

  4. Who is Internationally Diversified? Evidence from 296 401(k). (2015). Bekaert, Geert ; Hoyem, Kenton ; Ravina, Enrichetta ; Hu, Wei-Yin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21236.

    Full description at Econpapers || Download paper

  5. Is Conflicted Investment Advice Better than No Advice?. (2012). Reuter, Jonathan ; Chalmers, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18158.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agnew, Julie R., Lisa R. Szykman, Stephen P. Utkus, and Jean A. Young. 2012. “Target-Date Funds: Survey and Administrative Evidence.” Working Paper.
    Paper not yet in RePEc: Add citation now

  2. Agnew, Julie, Pierluigi Balduzzi, and Annika Sund en. 2003. “Portfolio Choice and Trading in a Large 401(k) Plan.” American Economic Review 93, 193–215.

  3. Ameriks, John, Dean J. Hamilton, and Liqian Ren. 2011. “Investor Comprehension and Usage of Target-Date Funds: 2010 Survey.” Vanguard Investment Counseling and Research. January 2011.
    Paper not yet in RePEc: Add citation now

  4. Balduzzi, Pierluigi, and Anthony W. Lynch. 1999. “Transaction Costs and Predictability: Some Utility Cost Calculations.” Journal of Financial Economics 52, 47–78.

  5. Barberis, Nicholas. 2000. “Investing for the Long Run when Returns Are Predictable.” Journal of Finance 55, 225–264.

  6. Benartzi, Shlomo, and Richard H. Thaler. 2001. “Naive Diversification Strategies in Defined Contribution Saving Plans.” American Economic Review 91, 79–98.

  7. Bodie, Zvi, Robert C. Merton, and William F. Samuelson. 1992. “Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model.” Journal of Economic Dynamics and Control 16, 427–49.

  8. Carhart, Mark M. 1997. “On Persistence in Mutual Fund Performance.” Journal of Finance 52, 57–82.

  9. Carlin, Bruce I. 2009. “Strategic Price Complexity in Retail Financial Markets.” Journal of Financial Economics 91, 278–287.

  10. Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik. 2004. “Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization.” American Economic Review 94, 1276–1302.

  11. Christoffersen, Susan E. K., and Mikhail Simutin. 2012. “Risk-Taking and Retirement Investing in Mutual Funds.” Working Paper.
    Paper not yet in RePEc: Add citation now

  12. Cocco, Jo˜ ao F., Francisco J. Gomes, and Pascal J. Maenhout. 2005. “Consumption and Portfolio Choice over the Life Cycle.” Review of Financial Studies 18, 491–533.

  13. Del Guercio, Diane, and Jonathan Reuter. 2012. “Mutual Fund Performance and the Incentive to Generate Alpha.” Journal of Finance, Forthcoming.

  14. Evans, Richard B. 2010. “Mutual Fund Incubation.” Journal of Finance 65, 1581–1611.

  15. Gomes, Francisco J., Laurence J. Kotlikoff, and Luis M. Viceira. 2008. “Optimal Lifecycle Investing with Flexible Labor Supply: A Welfare Analysis of Lifecycle Funds.” American Economic Review 98, 297–303.

  16. Jagannathan, Ravi, and Narayana R. Kocherlakota. 1996. “Why Should Older People Invest Less in Stocks Than Younger People?” Quarterly Review, Federal Reserve Bank of Minneapolis, Summer, 11–23.
    Paper not yet in RePEc: Add citation now

  17. Lynch, Anthony W. 2001. “Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability.” Journal of Financial Economics 62, 67–130.

  18. Madrian, Brigitte C., and Dennis F. Shea. 2001. “The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior.” Quarterly Journal of Economics 116, 1149–1187.
    Paper not yet in RePEc: Add citation now

  19. Merton, Robert C. 1971. “Optimum Consumption and Portfolio Rules in a Continuous-Time Model.” Journal of Economic Theory 3, 373–413.

  20. Mitchell, Olivia S., and Stephen P. Utkus. 2012. “Target-Date Funds in 401(k) Retirement Plans.” Working Paper.
    Paper not yet in RePEc: Add citation now
  21. Mitchell, Olivia S., Gary R. Mottola, Stephen P. Utkus, and Takeshi Yamaguchi. 2009. “Default, Framing and Spillover Effects: The Case of Lifecycle Funds in 401(k) Plans.” Working Paper.
    Paper not yet in RePEc: Add citation now
  22. Morrin, Maureen, Susan M. Broniarczyk, and J. Jeffrey Inman. 2012. “Plan Format and Participation in 401(k) Plans: The Moderating Role of Investor Knowledge.” Journal of Public Policy and Marketing 31, 254–268.
    Paper not yet in RePEc: Add citation now
  23. Pagliaro, Cynthia A., and Stephen P. Utkus. 2010. “Mixed Target-Date Investors in Defined Contribution Plans.” Vanguard Center for Retirement Research, September 2010.
    Paper not yet in RePEc: Add citation now
  24. Pang, Gaobo, and Mark J. Warshawsky. 2009. “Asset Allocations and Risk-Return Tradeoffs of Target-Date Funds.” Working Paper.
    Paper not yet in RePEc: Add citation now
  25. Park, Youngkyun, and Jack L. VanDerhei. 2008. “401(k) Plan Participant Investments in Lifecycle Funds under Plan Sponsors Initiative.” Working Paper.
    Paper not yet in RePEc: Add citation now
  26. Park, Youngkyun. 2009. “Investment Behavior of Target-Date Fund Users Having Other Funds in 401(k) Plan Accounts.” EBRI Notes 30.
    Paper not yet in RePEc: Add citation now

  27. Pool, Veronika K., Clemens Sialm, and Irina Stefanescu. 2013. “It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans.” Working Paper.

  28. Sandhya, Vallapuzha V. 2011. “Agency Problems in Target-Date Funds.” Working Paper.
    Paper not yet in RePEc: Add citation now

  29. Shiller, Robert J. 2005. “The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation.” Working Paper.

  30. Sialm, Clemens, Laura Starks, and Hanjiang Zhang. 2012. “Defined Contribution Pension Plans: Sticky or Discerning Money?” Working Paper.
    Paper not yet in RePEc: Add citation now
  31. Special Committee on Aging. 2009. “Target Date Retirement Funds: Lack of Clarity Among Structures and Fees Raises Concerns.” U.S. Senate Summary of Committee Research.
    Paper not yet in RePEc: Add citation now
  32. Viceira, Luis M. 2008. Lifecycle Funds. In Overcoming the Saving Slump: How to Increase the Effectiveness of Financial Education and Saving Programs. Annamaria Lusardi ed. University of Chicago Press.
    Paper not yet in RePEc: Add citation now
  33. Yamaguchi, Takeshi, Olivia S. Mitchell, Gary R. Mottola, and Steven P. Utkus. 2007. “Winners and Losers: 401(k) Trading and Portfolio Performance.” Working Paper.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Executive board composition and bank risk taking. (2012). Schaeck, Klaus ; Kick, Thomas ; Berger, Allen N..
    In: Discussion Papers.
    RePEc:zbw:bubdps:032012.

    Full description at Econpapers || Download paper

  2. Regression Model for Proportions with Probability Masses at Zero and One. (2012). Calabrese, Raffaella.
    In: Working Papers.
    RePEc:ucd:wpaper:201209.

    Full description at Econpapers || Download paper

  3. Target-Date Funds in 401(k) Retirement Plans. (2012). Mitchell, Olivia ; Utkus, Stephen .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17911.

    Full description at Econpapers || Download paper

  4. Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching?. (2012). Reuter, Jonathan ; Balduzzi, Pierluigi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17886.

    Full description at Econpapers || Download paper

  5. Household Finance. An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1204.

    Full description at Econpapers || Download paper

  6. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

  7. Individual Investor Activity and Performance. (2012). Söderlind, Paul ; Martinez, Jose Vicente ; Soderlind, Paul ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8744.

    Full description at Econpapers || Download paper

  8. Demand Spillovers and Market Outcomes in the Mutual Fund Industry. (2011). Gavazza, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:30074.

    Full description at Econpapers || Download paper

  9. Risk Sharing in Defined-Contribution Funded Pension Systems. (2011). Bucciol, Alessandro ; Beetsma, Roel ; Bucciol. Alessandro, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3640.

    Full description at Econpapers || Download paper

  10. Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach. (2011). Ibarra, Raul ; Ibarra-Ramirez, Raul .
    In: Working Papers.
    RePEc:bdm:wpaper:2011-03.

    Full description at Econpapers || Download paper

  11. Househould portfolios and implicit risk preferences. (2010). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Working Papers.
    RePEc:ubs:wpaper:1006.

    Full description at Econpapers || Download paper

  12. Effects of the Financial Crisis and Great Recession on American Households. (2010). .
    In: Working Papers.
    RePEc:ran:wpaper:810.

    Full description at Econpapers || Download paper

  13. Effects of the Financial Crisis and Great Recession on American Households. (2010). Rohwedder, Susann ; Hurd, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16407.

    Full description at Econpapers || Download paper

  14. Borrowing from Yourself: The Determinants of 401(k) Loan Patterns. (2010). Mitchell, Olivia ; Lu, Timothy Jun .
    In: Working Papers.
    RePEc:mrr:papers:wp221.

    Full description at Econpapers || Download paper

  15. Are All Professional Investors Sophisticated?. (2010). Schmidt, Ulrich ; Schmeling, Maik ; Menkhoff, Lukas.
    In: German Economic Review.
    RePEc:bla:germec:v:11:y:2010:i::p:418-440.

    Full description at Econpapers || Download paper

  16. Pension fund sophistication and investment policy. (2009). de Dreu, Jan ; Bikker, Jacob.
    In: Working Papers.
    RePEc:use:tkiwps:0913.

    Full description at Econpapers || Download paper

  17. Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia. (2009). Gerrans, Paul ; Clark-Murphy, Marilyn ; Speelman, Craig .
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:30:y:2009:i:1:p:4-19.

    Full description at Econpapers || Download paper

  18. Changes in Equity Investment of Japans Households After the Introduction of Defined Contribution Plans. (2009). Nakashima, Kunio ; Kitamura, Tomoki .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00286.

    Full description at Econpapers || Download paper

  19. Pension fund sophistication and investment policy. (2009). de Dreu, Jan ; Bikker, Jacob.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:211.

    Full description at Econpapers || Download paper

  20. Gender and Banking: Are Women Better Loan Officers?. (2009). Beck, Thorsten ; Guttler, Andre ; Behr, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7409.

    Full description at Econpapers || Download paper

  21. Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect. (2009). Madrian, Brigitte ; Laibson, David ; Choi, James.
    In: American Economic Review.
    RePEc:aea:aecrev:v:99:y:2009:i:5:p:2085-95.

    Full description at Econpapers || Download paper

  22. Measuring the Financial Sophistication of Households. (2009). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:99:y:2009:i:2:p:393-98.

    Full description at Econpapers || Download paper

  23. The Effect of Marital Status and Children on Savings and Portfolio Choice. (2008). Love, David.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2008-13.

    Full description at Econpapers || Download paper

  24. Fight or Flight? Portfolio Rebalancing by Individual Investors. (2008). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14177.

    Full description at Econpapers || Download paper

  25. The Efficiency of Pension Plan Investment Menus: Investment Choices in Defined Contribution Pension Plans. (2008). Mitchell, Olivia ; Tang, Ning.
    In: Working Papers.
    RePEc:mrr:papers:wp176.

    Full description at Econpapers || Download paper

  26. Are all professional investors sophisticated?. (2008). Schmidt, Ulrich ; Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-397.

    Full description at Econpapers || Download paper

  27. Stock Market Performance and Pension Fund Investment Policy: Rebalancing, Free Float, or Market Timing. (2007). de Dreu, Jan ; Broeders, Dirk ; Bikker, Jacob ; Dirk W. G. A. Broeders, .
    In: Working Papers.
    RePEc:use:tkiwps:0727.

    Full description at Econpapers || Download paper

  28. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:28/2007.

    Full description at Econpapers || Download paper

  29. Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect. (2007). Madrian, Brigitte ; Laibson, David ; Choi, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13656.

    Full description at Econpapers || Download paper

  30. Winners and Losers: 401(k) Trading and Portfolio Performance. (2007). Mitchell, Olivia ; Mottola, Gary R. ; Yamaguchi, Takeshi ; Utkus, Steven P..
    In: Working Papers.
    RePEc:mrr:papers:wp154.

    Full description at Econpapers || Download paper

  31. Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates. (2007). Jiang, Wei ; Huberman, Gur ; Iyengar, Sheena.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:31:y:2007:i:1:p:1-32.

    Full description at Econpapers || Download paper

  32. Transaction costs and consumption. (2007). Li, Geng.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-38.

    Full description at Econpapers || Download paper

  33. Reinforcement Learning in Investment Behavior. (2007). Metrick, Andrew ; Laibson, David ; Choi, James ; Madrain, Brigitte.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001737.

    Full description at Econpapers || Download paper

  34. What Explains Household Stock Holdings?. (2006). Faig, Miquel ; Shum, Pauline.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-218.

    Full description at Econpapers || Download paper

  35. Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals Asset Allocation. (2006). Nagel, Stefan ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12809.

    Full description at Econpapers || Download paper

  36. The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings. (2006). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12502.

    Full description at Econpapers || Download paper

  37. Employer Matching and 401(k) Saving: Evidence from the Health and Retirement Study. (2006). Kumar, Anil ; Engelhardt, Gary V..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12447.

    Full description at Econpapers || Download paper

  38. Sensation Seeking, Overconfidence, and Trading Activity. (2006). Keloharju, Matti ; Grinblatt, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12223.

    Full description at Econpapers || Download paper

  39. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes. (2006). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12030.

    Full description at Econpapers || Download paper

  40. The Inattentive Participant: Portfolio Trading Behavior in 401(k) Plans. (2006). Mitchell, Olivia ; Mottola, Gary R. ; Yamaguchi, Takeshi ; Utkus, Stephen P..
    In: Working Papers.
    RePEc:mrr:papers:wp115.

    Full description at Econpapers || Download paper

  41. Down or Out: Assessing The Welfare Costs of Household Investment Mistakes. (2006). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0195.

    Full description at Econpapers || Download paper

  42. Understanding Employers Stock Holdings in the French Company Savings Plans Using the Literature on the American 401(k) plans. (2006). Aubert, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:halshs-00188518.

    Full description at Econpapers || Download paper

  43. The tradeoff between mortgage prepayments and tax-deferred retirement savings. (2006). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-06-05.

    Full description at Econpapers || Download paper

  44. Down or out: assessing the welfare costs of household investment mistakes. (2006). Sodini, Paolo ; Calvet, Laurent ; Campbell, John.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0832.

    Full description at Econpapers || Download paper

  45. Turning Workers into Savers? Incentives, Liquidity, and Choice in 401(k) Plan Design. (2005). Mitchell, Olivia ; Utkus, Stephen P. ; Yang, Tongxuan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11726.

    Full description at Econpapers || Download paper

  46. Investor Competence, Trading Frequency, and Home Bias. (2005). Harvey, Campbell ; Huang, Hai ; Graham, John R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11426.

    Full description at Econpapers || Download paper

  47. 401(k) Matching Contributions in Company Stock: Costs and Benefits for Firms and Workers. (2004). Brown, Jeffrey ; Liang, Nellie ; Weisbenner, Scott .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10419.

    Full description at Econpapers || Download paper

  48. 401(k) matching contributions in company stock: costs and benefits for firms and workers. (2004). Brown, Jeffrey ; Liang, Nellie ; Weisbenner, Scott .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-23.

    Full description at Econpapers || Download paper

  49. Employer Matching and 401(k) Saving: Evidence from the Health and Retirement Study. (2004). Kumar, Anil ; Engelhardt, Gary V..
    In: Working Papers, Center for Retirement Research at Boston College.
    RePEc:crr:crrwps:2004-18.

    Full description at Econpapers || Download paper

  50. The Demand for Guarantees in Social Security Personal Retirement Accounts. (2003). Mitchell, Olivia ; Muermann, Alexander.
    In: Working Papers.
    RePEc:mrr:papers:wp060.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 16:41:14 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.