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Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation. (1987). Jay O.. Light, ; Bodie, Zvi ; Morck, Randall.
In: NBER Chapters.
RePEc:nbr:nberch:6852.

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  1. Investment policies and risk sharing by corporate pensions. (2024). Li, Wei C ; Yao, Tong ; Ying, Jie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000836.

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  2. Pension funding and the cross section of stock returns - The case of Germany. (2023). Mager, Ferdinand ; Heusel, Nicola.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000419.

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  3. Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy. (2021). Romaniuk, Katarzyna.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:37-43.

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  4. Discounting and the market valuation of defined benefit pensions. (2020). Breedon, Francis ; Larcher, Luca.
    In: Working Papers.
    RePEc:qmw:qmwecw:932.

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  5. Premiums of the Pension Benefit Guarantee Corporation and risk-taking by pension plans. (2019). Romaniuk, Katarzyna.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:301-307.

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  6. Corporate Pension Plan Funding Levels and Pension Assumptions. (2019). Milidonis, Andreas ; Papakyriakou, Panayiotis ; Michaelides, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13591.

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  7. Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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  8. Do Managers of U.S. Defined Benefit Pension Plan Sponsors Use Regulatory Freedom Strategically?. (2017). Kiff, John ; Kisser, Michael ; Soto, Mauricio.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:55:y:2017:i:5:p:1213-1255.

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  9. Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011. (2016). Sutcliffe, Charles ; Platanakis, Emmanouil.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:69:y:2016:i:c:p:14-28.

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  10. Does freezing a defined benefit pension plan affect firm risk?. (2014). Choy, Helen ; Officer, Micah S. ; Lin, Juichia .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:57:y:2014:i:1:p:1-21.

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  11. Does Regulation Matter? Riskiness and Procyclicality of Pension Asset Allocation. (2014). Boon, Ling-Ni ; Rigot, Sandra ; Briere, Marie.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/13624.

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  12. What determines corporate pension fund risk-taking strategy?. (2013). An, Heng ; Huang, Zhaodan ; Zhang, Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:597-613.

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  13. Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. (2012). Rincón-Zapatero, Juan Pablo ; Rincon-Zapatero, Juan Pablo ; Josa-Fombellida, Ricardo.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:220:y:2012:i:2:p:404-413.

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  14. Optimal portfolio allocation for corporate pension funds. (2011). Miles, David ; McCarthy, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8198.

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  15. Determinants of the Pension Curtailment Decisions of UK Firms. (2009). Whittington, Mark ; Klumpes, Paul ; Li, Yong.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:7-8:p:899-924.

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  16. DO HIGHLY COMPENSATED PARTICIPANTS INFLUENCE THE MANAGEMENT OF QUALIFIED PENSION PLANS?. (2007). Asthana, Sharad.
    In: Working Papers.
    RePEc:tsa:wpaper:0063acc.

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  17. Do a firms equity returns reflect the risk of its pension plan?. (2006). merton, robert ; Bodie, Zvi ; Jin, LI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:1-26.

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  18. The Corporate Governance of Defined-Benefit Pension Plans: Evidence from the United Kingdom. (2005). Volpin, Paolo ; Cocco, Joao Francisco P. D., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4932.

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  19. Do a Firms Equity Returns Reflect the Risk of Its Pension Plan?. (2004). merton, robert ; Jin, LI ; Bobie, Zvi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10650.

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  20. Did pension plan accounting contribute to a stock market bubble?. (2003). Sharpe, Steven ; Coronado, Julia Lynn .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-38.

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  21. The Impact of Trading Activity by Trader Types on Asymmetric Volatility in Nasdaq-100 Index Futures. (2000). Asthana, Sharad.
    In: Working Papers.
    RePEc:tsa:wpaper:0021.

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  22. A continuous-time model to determine the intervention policy for PBGC. (1997). Jain, Gautam ; Kalra, Raman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:8:p:1159-1177.

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  23. A conference on federal credit allocation. (1994). Thomson, James ; Haubrich, Joseph.
    In: Economic Review.
    RePEc:fip:fedcer:y:1994:i:qiii:p:2-13:n:v.30no.3.

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References

References cited by this document

  1. Bulow, Jeremy I. 1982. What are corporate pension liabilities'? Quarterly Journal of Economics 97 (August): 435-52.

  2. Feldstein, Martin and Randall Mdrck. 1983. Pension Funding Decisions, lnterest Rate Assumptions and Share Prices. In FinancialAspects o f the United States Pension System, ed. Z. Bodie and J. Shoven. Chicago: University of Chicago Press.
    Paper not yet in RePEc: Add citation now
  3. Friedman, Benjamin M. 1983. Pension Funding, Pension Asset Allocation and Corporation Finance: Evidence from Individual Company Data. In Financial Aspects o f the United States Pension System, ed. Z . Bodie and J. Shoven. Chicago: University of Chicago Press. This Page Intentionally Left Blank
    Paper not yet in RePEc: Add citation now

Cocites

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    In: IZA Discussion Papers.
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  2. Excess of the PBO over the ABO and hard pension freezes. (2016). Yu, Kun.
    In: Review of Quantitative Finance and Accounting.
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  3. Linking benefits to investment performance in US public pension systems. (2014). Rauh, Joshua D. ; Novy-Marx, Robert.
    In: Journal of Public Economics.
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  4. Pension funds and Market Efficiency: A review. (2013). Thomas, Ashok ; Spataro, Luca.
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  5. Technical Review Panel for the Pension Insurance Modeling System (PIMS). (2013). Mitchell, Olivia ; Lucas, Deborah ; Fabozzi, Frank ; Babbel, David ; Geczy, Christopher C. ; Novy-Marx, Robert ; Maurer, Raimond ; Clarke, Martin G. ; Segal, Donald J. ; Fuerst, Donald E. ; Bone, Christopher M..
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  6. Linking Benefits to Investment Performance in US Public Pension Systems. (2012). Rauh, Joshua D. ; Novy-Marx, Robert.
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  7. The effect of regulation on optimal corporate pension risk. (2011). Wilcox, David ; Love, David ; Smith, Paul A..
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  8. Pension regulation and the market value of pension liabilities: A contingent claims analysis using Parisian options. (2010). Chen, An ; Broeders, Dirk.
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  9. Should Public Retirement Plans be Fully Funded?. (2010). Bohn, Henning.
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  10. Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk. (2010). Broeders, Dirk.
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  11. Do Markets Like Frozen Defined Benefit Pensions? An Event Study. (2010). Song, Keke ; Milevsky, Moshe A..
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  12. Investing over the life cycle with long-run labor income risk. (2009). Chyruk, Olena ; Benzoni, Luca.
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  13. Should risky firms offer risk-free DB pensions?. (2009). Wilcox, David ; Love, David ; Smith, Paul A..
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  14. Discounting State and Local Pension Liabilities. (2009). Wilcox, David ; Brown, Jeffrey.
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  15. Guaranteed Trouble: The Economic Effects of the Pension Benefit Guaranty Corporation. (2008). Brown, Jeffrey.
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  16. Why Do Firms Offer Risky Defined Benefit Pension Plans?. (2007). Wilcox, David ; Love, David ; Smith, Paul .
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  17. Guaranteed Trouble: The Economic Effects of the Pension Benefit Guaranty Corporation. (2007). Brown, Jeffrey.
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  18. Why do firms offer risky defined benefit pension plans?. (2007). Wilcox, David ; Love, David ; Smith, Paul A..
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  19. Revised Estimates of Personal Sector Wealth for South Africa. (2004). muellbauer, john ; Aron, Janine.
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  20. Revised Estimates of Personal Sector Wealth for South Africa. (2004). Aron, Janine ; Muellbauer, John .
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  21. Pension Portability and Labour Mobility in the United States. New Evidence from SIPP Data.. (2001). Hildebrand, Vincent ; Andrietti, Vincenzo .
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  22. Pension Portability and Labour Mobility in the United States. New Evidence from SIPP Data. (2001). Hildebrand, Vincent ; Andrietti, Vincenzo .
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  23. Pensions: theories of underfunding. (2001). Ross, Thomas ; Cooper, Russell W..
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  24. Occupational pensions and interfirm job mobility in the European Union. Evidence from the ECHP survey. (2000). Andrietti, Vincenzo .
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  39. DO EMPLOYMENT CONTRACTS ALTER EARNINGS PROFILES?. (1988). McDermed, Ann A ; Clark, Robert L.
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  44. Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation. (1987). Jay O.. Light, ; Bodie, Zvi ; Morck, Randall.
    In: NBER Chapters.
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    Full description at Econpapers || Download paper

  45. The Funding Status of Teacher Pensions: An Econometric Approach. (1985). Inman, Robert P..
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