Proposes a declining CVaR glidepath framework for target-date funds that links portfolio risk constraints to exogenous return targets derived from pension parameters and applies it to the Chilean system.
Target-Date Funds: A state-of-the-art review with policy applications to Chile’s pension reform.arXiv preprint arXiv:2504.17713,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Declining CVaR Glidepath Framework for Target-Date Fund Design with an Application to the Chilean Pension System
Proposes a declining CVaR glidepath framework for target-date funds that links portfolio risk constraints to exogenous return targets derived from pension parameters and applies it to the Chilean system.