Items where City Author is "Wright, D."

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Number of items: 5.

Article

Mayhew, L., Smith, D. & Wright, D. (2017). The effect of longevity drift and investment volatility on income sufficiency in retirement. Insurance: Mathematics and Economics, doi: 10.1016/j.insmatheco.2017.09.013

Blake, D., Wright, D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

Monograph

Blake, D., Wright, D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Report No. Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.

Report

Mayhew, L., Smith, D. & Wright, D. (2015). Pension pots and how to survive them. London: International Longevity Centre (ILC-UK).

This list was generated on Fri Nov 24 06:14:40 2017 UTC.