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Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans

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Author Info
Sundaresan, S
Zapatero, F
Abstract

We provide a framework in which we link the valuation and asset allocation policies of defined benefits plans with the lifetime marginal productivity schedule of the worker and the pension plan formula. In turn, we examine the retirement policies that are implied by the primitives of the model and the value of pension obligations.

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Publisher Info
Paper provided by Columbia - Graduate School of Business in its series Papers with number 96-18.

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Length: 31 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:colubu:96-18

Contact details of provider:
Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A
Phone: (212) 854-5553
Web page: http://www.columbia.edu/cu/business/
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Related research
Keywords: RETIREMENT ; PENSION SCHEMES ; OLD AGE BENEFITS;

Find related papers by JEL classification:
J26 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Retirement; Retirement Policies
H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions

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This page was last updated on 2009-12-2.

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