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A Portfolio Approach to the Optimal Mix of Paygo and Funded Pension Systems

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/bfb0041165openalex-extracted
Explicit solution of a general consumption/investment problem
inferredcites →https://doi.org/10.1007/s001480000030openalex-extracted
Pareto improving transition from a pay-as-you-go to a fully funded pension system in a model of endogenous growth
inferredcites →https://doi.org/10.1016/0022-0531(71)90038-xopenalex-extracted
Optimum consumption and portfolio rules in a continuous-time model
inferredcites →https://doi.org/10.1016/0047-2727(93)90061-wopenalex-extracted
Welfare effects of unfunded pension systems when labor supply is endogenous
inferredcites →https://doi.org/10.1016/j.euroecorev.2003.09.006openalex-extracted
Designing social security – a portfolio choice approach
inferredcites →https://doi.org/10.1016/s0165-1765(00)00271-8openalex-extracted
A portfolio approach to the optimal funding of pensions
inferredcites →https://doi.org/10.1023/a:1008622110502openalex-extracted
Pareto-Improving Social Security Reform
inferredcites →https://doi.org/10.1086/258100openalex-extracted
An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money
inferredcites →https://doi.org/10.1086/520646openalex-extracted
Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design
inferredcites →https://doi.org/10.1093/0198296940.001.0001openalex-extracted
Strategic Asset Allocation
inferredcites →https://doi.org/10.1111/j.1468-0335.2009.00797.xopenalex-extracted
The Optimal Mix Between Funded and Unfunded Pension Systems When People Care About Relative Consumption
inferredcites →https://doi.org/10.1287/moor.11.2.261openalex-extracted
Explicit Solution of a General Consumption/Investment Problem
inferredcites →https://doi.org/10.1628/0015221014006242openalex-extracted
Pareto-improving Transition from Pay-as-you-go to Fully Funded Social Security under Uncertain Incomes
inferredcites →https://doi.org/10.2139/ssrn.1613251openalex-extracted
Pareto Improving Transition from a Pay-as-You-Go to a Fully Funded Pension System in a Model of Endogenous Growth: The Impact of Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.268691openalex-extracted
Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design
inferredcites →https://doi.org/10.2307/139995openalex-extracted
The Social Insurance Paradox
inferredcites →https://doi.org/10.2307/2233573openalex-extracted
Continuous-Time Finance.
inferredcites →https://doi.org/10.2307/2328875openalex-extracted
Continuous-Time Finance.
inferredcites →https://doi.org/10.3386/w1730openalex-extracted
Intergenerational Risk Sharing
inferredcites →https://doi.org/10.3386/w8270openalex-extracted
Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, with Applications to Social Security Design
inferredcites →https://doi.org/10.1016/0047-2727(88)90070-9openalex-snapshot
Intergenerational risk sharing
inferredcites →https://doi.org/10.1017/s1474747205002283openalex-snapshot
Planning for the optimal mix of paygo tax and funded savings
inferredcites →https://doi.org/10.3386/w0743openalex-snapshot
On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable
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