Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Jonathan Treussard"'
Publikováno v:
The Journal of Retirement. 2:14-21
Both investor contributions and investment returns determine retirement plan outcomes, but they have distinctive effects over the investor’s lifecycle. Focusing on target-date funds (TDFs) in 401(k) plans, our research demonstrates that in the earl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d1c7bcc5c006c44121309f94e72cd3c
https://doi.org/10.3905/jor.2015.2.4.014
https://doi.org/10.3905/jor.2015.2.4.014
Autor:
Jonathan Treussard, Robert D. Arnott
Publikováno v:
SSRN Electronic Journal.
Research fads, which create bubbles in academia, gobble up resources and crowd out exploration of competing ideas. Investment-related academic bubbles have a cost. In the best case, money is lost by investors chasing fragile ideas. In the worst case,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eafcd34662fb83c7f992a4f253979c55
https://doi.org/10.2139/ssrn.3040947
https://doi.org/10.2139/ssrn.3040947
Publikováno v:
Practical Applications. 6:1.14-5
Practical Applications Summary The 60/40 domestic stock/bond benchmark is still the mainstay of many U.S. corporate pension fund policy portfolios. In Hobbled by Benchmarks , published in the special 2018 multi-asset issue of The Journal of Portfolio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::157c57cfd989559a4ccc875353b3b725
https://doi.org/10.3905/pa.6.1.280
https://doi.org/10.3905/pa.6.1.280
Autor:
Jonathan Treussard, Zvi Bodie
Publikováno v:
Financial Analysts Journal. 63:14-16
This material comments on “Making Investment Choices as Simple as Possible, but Not Simpler”.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c20a5e198f61e7e7254340ce670a3d4e
https://doi.org/10.2469/faj.v63.n4.4756
https://doi.org/10.2469/faj.v63.n4.4756
Publikováno v:
SSRN Electronic Journal.
This paper explores the application of contingent claims analysis (CCA) to two important issues in life-cycle finance: investing for retirement, and deciding when, if ever, to switch careers. Contingent claims analysis is a methodology that grew out
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d02db78f594d9105cd0813f8c7430315
https://doi.org/10.2139/ssrn.1078864
https://doi.org/10.2139/ssrn.1078864
Autor:
Jonathan Treussard
Publikováno v:
SSRN Electronic Journal.
While some herald the development of hedge fund replicators as marking the industry's own ETF revolution, others are expressing concern over the clones' properties since traditional hedge funds are human-capital intensive financial operations and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac44cc57b5eeff338ba5f21347ea1bcc
https://doi.org/10.2139/ssrn.1014861
https://doi.org/10.2139/ssrn.1014861
Autor:
Doriana Ruffino, Jonathan Treussard
Publikováno v:
SSRN Electronic Journal.
By stating a coherent set of conditions under which financing decisions do not affect the value of the firm, Modigliani and Miller’s (1958) work represents a crucial step in the development of a scientific understanding of corporate finance. Cooley
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7876cd223ee68777b3c94481978220d
https://doi.org/10.2139/ssrn.889302
https://doi.org/10.2139/ssrn.889302
Autor:
Jonathan Treussard
Publikováno v:
SSRN Electronic Journal.
This paper applies the methods of Detemple, Garcia, and Rindisbacher (2003, 2005) and derives explicit optimal lifetime consumption-portfolio plans in an economy whose fixed-income sector is characterized by an N-factor Heath-Jarrow-Morton (1992) mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f45752d446efd4389ea15fd652a3eb6
https://doi.org/10.2139/ssrn.823324
https://doi.org/10.2139/ssrn.823324
Autor:
Jonathan Treussard
Publikováno v:
SSRN Electronic Journal.
This article studies the behavior of an individual who can repeatedly alternate between two occupations. Such a career option is analogous to an exotic derivative security: an American reset option. Despite infinite opportunities to change occupation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4181351d7f3f150cd8b89c30ba9b35c2
https://doi.org/10.2139/ssrn.1003659
https://doi.org/10.2139/ssrn.1003659
Autor:
Jonathan Treussard, Doriana Ruffino
Publikováno v:
SSRN Electronic Journal.
This paper investigates strategic investment policies in a duopolistic continuous-time real options game. Our contribution is twofold, economic and methodological. The former is the recognition that, under fixed costs of investment and time-to-build,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2342b1e2ae603fb8742b26ce95466805
https://doi.org/10.2139/ssrn.925220
https://doi.org/10.2139/ssrn.925220