3 papers
q-fin.PM2025
Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
Fernando Suárez, José Manuel Peña, Omar Larré
This review paper explores the evolution and implementation of target-date funds (TDFs), specifically focusing on their application within the context of Chile's 2025 pension refor…
stat.ME2024
Bounds and Sensitivity Analysis of the Causal Effect Under Outcome-Independent MNAR Confounding
Jose M. Peña
We report assumption-free bounds for any contrast between the probabilities of the potential outcome under exposure and non-exposure when the confounders are missing not at random.…
stat.ME2024
Simple yet Sharp Sensitivity Analysis for Any Contrast Under Unmeasured Confounding
Jose M. Peña
We extend our previous work on sensitivity analysis for the risk ratio and difference contrasts under unmeasured confounding to any contrast. We prove that the bounds produced are…