25/04/2024 Investment Insights Optimal decumulation strategies for retirement solutions A new decumulation strategy, the “Success Rate Optimiser”, sets out income needs in advance and uses a dynamic asset allocation approach.
19/09/2022 Sustainable Finance Altruism or Self-Interest? ESG and Participation in Employee... We ask how the ESG performance of firms affects the asset allocation of a large sample of French employees between their employer’s stock and alternative...
25/07/2022 Portfolio Allocation Precautionary Liquidity and Retirement Saving There is a large debate on the optimal degree of savings’ liquidity in retirement systems.
1/03/2022 Machine Learning & Artificial Intelligence Augmenting Investment Decisions with Robo-Advice We study the introduction of robo-advising on a large representative sample of Employee Saving Plans.
27/01/2022 Asset Pricing & Behavioural Finance Choice Overload participation and asset Allocation in French... This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in...
7/10/2021 Retirement Strategic Asset Allocation for a Default Pension Plan This literature review discusses how to design a default life-cycle asset allocation for a defined contribution (DC) pension scheme.
26/07/2021 Retirement Pension Funds Letter 12 - COP26, COVID-19: more pressure for... The coming of summer has also seen the return of extreme heatwaves, catastrophic flooding and devastating forest fires. The arrival of the COP26 could...
17/05/2021 Retirement Pension Funds Letter 11 - Unexpected opportunities for pensi... In the wake of the Covid-19 pandemic, a lot of discussion has focused on the worsening of the retirement prospects of savers around the world. Indeed,...
23/07/2018 Retirement Pension Funds Letter 5 - Building the long-term alignment Building the long-term alignment