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The Equity Risk Premium and Pension Ambition: The Effect of Parameter Uncertainty

https://doi.org/10.2139/ssrn.2573816
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17/17 checkable references clean · checked 2026-10-14

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 17 checked references that resolve
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Cointegration and Long-Run Asset Allocation
resolves10.1016/s0304-4076(02)00067-2
Market efficiency, asset returns, and the size of the risk premium in global equity markets
resolves10.1111/1540-6261.00459
Dynamic Asset Allocation under Inflation
resolves10.1257/aer.99.2.538
Discounting State and Local Pension Liabilities
resolves10.1257/aer.91.1.99
Who Should Buy Long-Term Bonds?
resolves10.1093/rfs/hhi017
Consumption and Portfolio Choice over the Life Cycle
resolves10.1111/j.1540-6261.2011.01671.x
Presidential Address: Discount Rates
resolves10.2139/ssrn.2394646
The Inflation Risk Premium: The Impact of the Financial Crisis
resolves10.3386/w17772
Identification and Estimation of Gaussian Affine Term Structure Models
resolves10.2139/ssrn.905003
Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
resolves10.3386/w8172
The Declining U.S. Equity Premium
resolves10.1093/rfs/hhp058
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
resolves10.2469/faj.v69.n1.2
Logical Implications of the GASB’s Methodology for Valuing Pension Liabilities
resolves10.1111/j.1540-6261.2011.01664.x
Public Pension Promises: How Big Are They and What Are They Worth?
resolves10.1257/jep.23.4.191
The Liabilities and Risks of State-Sponsored Pension Plans
resolves10.1111/j.1540-6261.2012.01722.x
Are Stocks Really Less Volatile in the Long Run?
resolves10.1111/j.1540-6261.2005.00728.x
Does the Failure of the Expectations Hypothesis Matter for Long‐Term Investors?
The 8 references without a DOI — listed, not checked
no DOI — not checkedIdentification restrictions and posterior densities in cointegrated Gaussian VAR systems
no DOI — not checkedCanadian Institute of Actuaries: Standards of Practice
no DOI — not checkedref10
no DOI — not checkedGovernmental Accounting Standards Board: New GASB Pension Statements to Bring about Major Improvements in Financial Reporting
no DOI — not checkedref17
no DOI — not checkedref18
no DOI — not checkedOptimal Portfolio Choice for Long-Horizon Investors with Non-Tradable Labor Income
no DOI — not checkedref25
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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