Publication: The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions
The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions
Date
Date
Date
Citations
Dyachenko, A., Ley, P., Rieger, M. O., & Wagner, A. F. (2022). The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions. Journal of Asset Management, 23, 376–389. https://doi.org/10.1057/s41260-022-00277-x
Abstract
Abstract
Abstract
What percentage of its assets should a defined benefit pension plan invest into stocks as its funding ratio varies? We show that the answer to this question depends on the institutional setting and in particular on the extent to which the sponsoring company contributes to the fund as the funding ratio varies. We consider two settings: in one setting, the sponsoring company contributes to its pension fund only if the funding ratio is below the target level (as is the case, for example, in the US); in the other setting, the sponsoring c
Metrics
Downloads
Views
Additional indexing
Creators (Authors)
- Dyachenko, Artem
- Ley, Patrick
- Rieger, Marc Oliver
Volume
Volume
Volume
Page range/Item number
Page range/Item number
Page range/Item number
Page end
Page end
Page end
Item Type
Item Type
Item Type
In collections
Scope
Scope
Scope
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
OA Status
OA Status
OA Status
Free Access at
Free Access at
Free Access at
Publisher DOI
Other Identification Number
Other Identification Number
Other Identification Number
Metrics
Downloads
Views
Citations
Dyachenko, A., Ley, P., Rieger, M. O., & Wagner, A. F. (2022). The Asset Allocation of Defined Benefit Pension Plans: The Role of Sponsor Contributions. Journal of Asset Management, 23, 376–389. https://doi.org/10.1057/s41260-022-00277-x
