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• Anup K. Basu

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Paper provided by Department of Finance, Accounting, and Economics, Griffith University in its series Working Papers with number finance:200902.

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Handle: RePEc:gri:wpaper:finance:200902

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001. "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 187-215, October. [Downloadable!] (restricted)
2. Poterba, James M. & Summers, Lawrence H., 1988. "Mean reversion in stock prices : Evidence and Implications," Journal of Financial Economics, Elsevier, vol. 22(1), pages 27-59, October. [Downloadable!] (restricted)
   Other versions:
   • James M. Poterba & Lawrence H. Summers, 1989. "Mean Reversion in Stock Prices: Evidence and Implications," NBER Working Papers 2343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Alicia H. Munnell & Annika Sundén, 2006. "401(k) Plans Are Still Coming Up Short," Issues in Brief ib2006-43, Center for Retirement Research, revised Mar 2006. [Downloadable!]
4. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 843-877, May. [Downloadable!] (restricted)

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This page was last updated on 2009-11-22.