6 citations · 15 across the 10 of their papers we have counts for
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q-fin.PM2019★ 3 cited
Collectivised Pension Investment with Exponential Kihlstrom--Mirman Preferences
John Armstrong, Cristin Buescu
In a collectivised pension fund, investors agree that any money remaining in the fund when they die can be shared among the survivors. We give a numerical algorithm to compute the…
q-fin.PM2019★ 3 cited
Collectivised Pension Investment with Homogeneous Epstein-Zin Preferences
John Armstrong, Cristin Buescu
In a collectivised pension fund, investors agree that any money remaining in the fund when they die can be shared among the survivors. We compute analytically the optimal investmen…
q-fin.PM2019★ 2 cited
Collectivised Post-Retirement Investment
John Armstrong, Cristin Buescu
We quantify the benefit of collectivised investment funds, in which the assets of members who die are shared among the survivors. For our model, with realistic parameter choices, a…