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Plan Design Approaches to Volatility Management in Retirement Plans
Plan Design Approaches to Volatility Management in Retirement Plans Investment volatility ... contribution volatility and wide swings in a retirement plan’s perceived funded status. This paper approaches the ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Pensions & Retirement>Hybrid plans; Pensions & Retirement>Plan design
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Analyzing Investment Data Using Conditional Probabilities: The Implications for Investment Forecasts, Stock Option Pricing, Risk Premia, and CAPM Beta Calculations
Analyzing ... = ℓn (1 + EA(r)) – 2 2 (7) σ = )(r)E1 S 1(n 2 A A (8) These results were derived ... significantly different from the actual results. Table I compares the distribution of expected monthly ...- Authors: Richard Joss
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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The Role of Conditional Probabilities in Risk Assessment
the lower actual geometric mean results. Table 1 below shows the complete impact this change from ... based on the traditional lognormal approach. TABLE 1 A Comparison of Projected Large Company Stock ...- Authors: Richard Joss
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Forecasting