Assessing the Performance of Life-Cycle Portfolio Allocation Strategies for Retirement Saving: A Simulation Study

Featured Jobs

Principal Legal Content Specialist - Benefits

Bloomberg Industry Group
(Telecommute / Arlington VA)

Littler Mendelson, P.C.
(Philadelphia PA / Los Angeles CA / Kansas City MO / AK / AL / AR / AZ / CT / DC / DE / FL / GA / HI / IA / ID / IL / IN / KS / KY / LA / MA / MD / ME / MI / MN / MS / MT / NC / ND / NE / NH / NJ / NM / NV / NY / OH / OK / OR / RI / SC / SD / TN / TX / UT / VA / VT / WA / WI / WV / WY)

401(k) Plan Administrator

Pension Investors Corp
(Telecommute / Hollywood FL)

Defined Benefit Plan Administrator

Pension Investors Corp of Orlando Inc
(Telecommute / Altamonte Springs FL)

Client Services Manager

Pinnacle, An NPPG Company
(Delray Beach FL)

Senior Compliance Analyst

Ubiquity Retirement + Savings
(Telecommute / San Francisco CA / AZ / CO / FL / IL / KY / LA / MA / NC / NJ / NV / NY / OH / OR / RI / SC / TN / TX / WA)

401(k) Retirement Plan Administrator

BDS Consulting Group
(Worcester MA)

401(k) Retirement Plan Administrator

Heritage Pension Advisors, Inc.
(Telecommute / Commack NY)

Free Daily News and Jobs

“BenefitsLink continues to be the most valuable resource we have at the firm.”

-- An attorney subscriber

<< Previous news item | Next news item >>

Assessing the Performance of Life-Cycle Portfolio Allocation Strategies for Retirement Saving: A Simulation Study
U.S. Social Security Administration; Other Federal Agencies

Feb. 5, 2010

Excerpt: This article examines the performance of four life-cycle portfolio allocation strategies through stochastic simulation based on observed U.S. asset returns during 1926-2008.... Comparisons are made with the performance of four other investment strategies that vary in terms of their exposure to stock and bond market risk. Life-cycle plans with larger portfolio weights assigned to equities have higher average returns, but those gains come at the cost of increased risk of infrequent bad outcomes.

Please click here to report this link if it is broken (for example, if you see a "404 File Not Found" error message after you click on the link above).

An important word about authorship: BenefitsLink® is providing a hypertext link to the item shown above, but is not the author of the item (unless otherwise specified).