Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
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- J. Michael Harrison & William F. Sharpe, 1983. "Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 91-106, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Litzenberger, Robert H & Van Horne, James C, 1978. "Elimination of the Double Taxation of Dividends and Corporate Financial Policy," Journal of Finance, American Finance Association, vol. 33(3), pages 737-750, June.
- Irwin Tepper, 1981. "Taxation and Corporate Pension Policy," NBER Working Papers 0661, National Bureau of Economic Research, Inc.
- Sharpe, William F., 1976. "Corporate pension funding policy," Journal of Financial Economics, Elsevier, vol. 3(3), pages 183-193, June.
- Tepper, Irwin, 1981. "Taxation and Corporate Pension Policy," Journal of Finance, American Finance Association, vol. 36(1), pages 1-13, March.
Citations
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Cited by:
- Himick, Darlene & Brivot, Marion, 2018. "Carriers of ideas in accounting standard-setting and financialization: The role of epistemic communities," Accounting, Organizations and Society, Elsevier, vol. 66(C), pages 29-44.
- Sharad Asthana, 1999. "Determinants of Funding Strategies and Actuarial Choices for Defined†Benefit Pension Plans," Contemporary Accounting Research, John Wiley & Sons, vol. 16(1), pages 39-74, March.
- Zvi Bodie & Jay O. Light & Randall Morck, 1987.
"Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation,"
NBER Chapters, in: Issues in Pension Economics, pages 15-48,
National Bureau of Economic Research, Inc.
- Zvi Bodie & Jay O. Light & Randall Morck & Robert A. Taggart, Jr., 1984. "Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation," NBER Working Papers 1315, National Bureau of Economic Research, Inc.
- Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019. "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers 13591, C.E.P.R. Discussion Papers.
- Webb, David C., 2004. "Sponsoring company finance and investment and defined benefit pension scheme deficits," LSE Research Online Documents on Economics 24699, London School of Economics and Political Science, LSE Library.
- Kalra, Raman & Jain, Gautam, 1997. "A continuous-time model to determine the intervention policy for PBGC," Journal of Banking & Finance, Elsevier, vol. 21(8), pages 1159-1177, August.
- Love, David & Smith, Paul A. & Wilcox, David, 2007.
"Why Do Firms Offer Risky Defined–Benefit Pension Plans?,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 60(3), pages 507-519, September.
- David A. Love & Paul A. Smith & David W. Wilcox, 2007. "Why do firms offer risky defined benefit pension plans?," Finance and Economics Discussion Series 2007-36, Board of Governors of the Federal Reserve System (U.S.).
- David Love & Paul Smith & David Wilcox, 2007. "Why Do Firms Offer Risky Defined Benefit Pension Plans?," Department of Economics Working Papers 2007-04, Department of Economics, Williams College.
- Alan Marcus, 1987.
"Corporate Pension Policy and the Value of PBGC Insurance,"
NBER Chapters, in: Issues in Pension Economics, pages 49-80,
National Bureau of Economic Research, Inc.
- Alan J. Marcus, 1983. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers 1217, National Bureau of Economic Research, Inc.
- Bartram, Söhnke M., 2018. "In good times and in bad: Defined-benefit pensions and corporate financial policy," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 331-351.
- Pesando, James E, 1987.
"Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists,"
Economic Inquiry, Western Economic Association International, vol. 25(2), pages 215-238, April.
- James E. Pesando, 1986. "Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists," NBER Working Papers 1795, National Bureau of Economic Research, Inc.
- Zvi Bodie, 1989. "Pension Funds and Financial Innovation," NBER Working Papers 3101, National Bureau of Economic Research, Inc.
- Leslie E. Papke, 1991. "The Asset Allocation of Private Pension Plans," NBER Working Papers 3745, National Bureau of Economic Research, Inc.
- Zvi Bodie, 1988. "Pension Fund Investment Policy," NBER Working Papers 2752, National Bureau of Economic Research, Inc.
- David A. Love & Paul A. Smith & David W. Wilcox, 2009. "Should risky firms offer risk-free DB pensions?," Finance and Economics Discussion Series 2009-20, Board of Governors of the Federal Reserve System (U.S.).
- Mayur Ankolekar & Ramnath Shenoy & Nandan Nadkarni & Rajendra Shah, 2016. "Indian Defined Benefit Pension Plans: Evidence on Investment Risks, Fund Mandates and Funding Levels," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 41(4), pages 355-383, November.
- Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc.
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- Blake, David, 1998. "Pension schemes as options on pension fund assets: implications for pension fund management," Insurance: Mathematics and Economics, Elsevier, vol. 23(3), pages 263-286, December.
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