Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 35 for “"defined contribution"”.
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Real estate investment for defined contribution plans--an analysis
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Architecture, 1990.
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Mathematical model of performance measurement of defined contribution pension funds
… economic activity by its important volume of contribution in the financial market and by creating wealth. The increasing importance that pension funds have acquired in today’s economy and financial market, raises special attention from investors, financial actors and pundits in the sector. …
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Optimal asset allocation and annuitisation in a defined contribution pension scheme
… develop and solve two models for the member of a defined contribution pension scheme in the post–retirement period. The first one is a two assets model with stochastic inflation. We refer to this model as the inflation risk model. The pensioner in the inflation risk model has access to risk less …
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Defined contribution pension plans : can the real estate industry tap this growing pool of capital?
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1997 [first author]; and, Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1996 [second author].
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An investigation into the effect of information on decision-making for members of defined contribution pension funds
On retirement individuals are expected to live on what they have saved over their working life-times if they are not to be dependent on the state or family. However, investments made over the working life-time may be inadequate to provide fully for retirement. Whilst it is obvious that one must …
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Optimal Plan Design and Dynamic Asset Allocation of Defined Contribution Pension Plans: Lessons from Behavioural Finance and Non-expected Utility Theories
… of optimal asset allocation strategy for defined contribution (DC) pension plans is addressed. A primary motivation for this study is provided by the recent literature on behavioural finance and intertemporal life-cycle investment theory. In this thesis two alternative utility forms are …
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The impact of second pillar pensions on a Maltese family-run business
… business's financial statements, focusing on Defined Benefit and Defined Contribution plans. It uses IAS 19 accounting rules and various scenarios to analyse the financial implications of each pension plan possibility. Design: The actuary meticulously documented their thought process in a …
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The Electoral Temptations of Natural Resource Revenues: Towards a Theory on the Origins of Sovereign Wealth Funds in Canada
… in the absence of strong governance structures, defined contribution rules, clearly articulated fund goals and strong fund connection to voters - four key elements present in widely recognized model funds like Norway and Alaska.
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Creating an adaptive asset allocation fund to outperform inflation in the South African financial market
… a balanced fund and a hedge fund. The move from defined benefit to defined contribution pension funds and the impact this has had on consulting actuaries risk appetites is visited. My concern in this regard is that capital preservation is being maximised, at the expense of capital growth, without …
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A mathematical model for managing equity-linked pensions
… on behalf of their members. In return for their contributions, members expect a benefit at termination of their contract. Due to the volatile nature of returns that pension funds attain, pension companies started attaching a minimum guaranteed amount to member’s benefits. In this mini-thesis we …
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AN EMPIRICAL ANALYSIS OF PENSIONS FOR THE LABOR MARKET
… on firm productivity when a firm terminates a defined benefit plan and replaces it with a defined contribution plan. The empirical analysis was done using the data set discussed in Chapter 1. The empirical results show that when performing two-step estimations and comparing one group of firms …
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Gender and Financial Risk Aversion
… in individuals' investment strategies in their defined contribution plans are investigated. It is stressed that by defined contribution plans, the work refers to employer-sponsored plans such as 401(k)s, 403(b)s, and thrift saving accounts from current or past jobs, as well as to Individual …
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Racial differences in households' financial asset allocation, 1992-2004
… (income, wealth, working status, having defined benefit plans vs. having defined contribution plans, inheritance, homeownership and business ownership) and an attitudinal factor (risk tolerance). Race has four categories: white, black, Hispanic and others. To fully analyze racial …
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A model of pension portfolios with salary and surplus process
… Optimal dynamic asset allocation for defined contribution pension plans, Journal of Economic Dynamics and Control, Volume 30, Issue 2006, Pages 843-877, with added details and background material in order to demonstrate the mathematical methods. In the investigation of the management …
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A comparison of the returns of 'Regulation 28' compliant and non-compliant funds in South Africa
The shift from defined benefit to defined contribution plans has exposed pensioners to a number of new risks which the South African government has been encouraged to mitigate through the aggressive implementation of retirement fund regulations. This study specifically focuses on the effect of …
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Discrete and continuous time methods of optimization in pension fund management
… for the members,he/she will have to invest their contributions in the financial market. The manager is therefore faced with the daunting task of selecting the most appropriate investment strat-egy as to maximize the returns from the financial assets. Due to the volatile nature of stock markets, …
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On modelling volatility and mortality for pension schemes
… of volatility and mortality were analysed on defined benefit (DB), defined contribution (DC) and hybrid schemes to evaluate the fund value and actuarial liabilities. This research underlined the important role that econometric volatility modelling and stochastic mortality modelling can play in …
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The impact of behavioral factors on annuitisation decisions and decumulation strategies
The ongoing shift from Defined Benefit (DB) pension plans to Defined Contribution (DC) pension plans in private sectors has transferred investment risk and longevity risk from pension providers to individuals. Professional advice on how to best generate retirement incomes from accumulated pension …
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Contributions to modern portfolio theory
… seen a change in the pension fund industry from defined benefit (DB) to defined contribution (DC) pension funds, transferring more of the risk and the responsibility of portfolio selection onto pension fund members. With increasing demand for fund management and investment advice by pension fund …
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