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Yikes! How to Think About Risk?

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Author Info
Alicia H. Munnell
Steven A. Sass
Mauricio Soto

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Abstract

The same issue keeps reappearing. How to deal with the risk associated with equity investments when evaluating the financial health of retirement systems? Some experts argue that retirement plans holding equities can make smaller funding contributions than those invested primarily in bonds. After all, stocks yield 7 percent, after inflation, and bonds only 3 percent. Nonsense, say others. The higher expected returns on equities reflect their greater risk. Any serious financial evaluation of retirement arrangements must “risk-adjust” these returns. After accounting for risk, the contribution needed today to fund future pension obligations is the same regardless of whether the fund is invested in equities or bonds...

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Paper provided by Center for Retirement Research in its series Issues in Brief with number ib2005-27.

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Length: 11 pages
Date of creation: Jan 2005
Date of revision: Jan 2005
Handle: RePEc:crr:issbrf:ib2005-27

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  1. Martin Feldstein & Jeffrey B. Liebman, 2001. "Social Security," NBER Working Papers 8451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    • Feldstein, Martin & Liebman, Jeffrey B., 2002. "Social security," Handbook of Public Economics, in: A. J. Auerbach & M. Feldstein (ed.), Handbook of Public Economics, edition 1, volume 4, chapter 32, pages 2245-2324 Elsevier. [Downloadable!] (restricted)
  2. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March. [Downloadable!] (restricted)
  3. Geanakoplos, J. & Mitchell, O.S. & Zeldes, S.P., 1998. "Would a Privatized Social Security System Really Pay a Higher Rate of Return?," Papers 98-03, Columbia - Graduate School of Business.
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