Cover Image

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Suárez, Fernando, Peña, José Manuel, Larré, Omar
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
by: Peña, José-Manuel, et al.
Published: (2023)

Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
by: Giacometti, Rosella, et al.
Published: (2025)

Bayesian Parametric Portfolio Policies
by: Herculano, Miguel C.
Published: (2026)

A Case Study of Next Portfolio Prediction for Mutual Funds
by: Thomaz, Guilherme, et al.
Published: (2024)

Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by: Lis, Szymon
Published: (2024)

Application of the Kelly Criterion to Prediction Markets
by: Meister, Bernhard K
Published: (2024)

Application and practice of AI technology in quantitative investment
by: Bi, Shuochen, et al.
Published: (2024)

Constructing an Investment Fund through Stock Clustering and Integer Programming
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)

LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by: Valeyre, Sebastien, et al.
Published: (2024)

PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by: Zhao, Siqiao, et al.
Published: (2024)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)

Simulation-based approach for Multiproject Scheduling based on composite priority rules
by: Alvarez-Campana, Pablo, et al.
Published: (2024)

Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
by: Mascomère, Jean-Patrick, et al.
Published: (2025)

A Levered ETF Anomaly Explained
by: Bianchi, Stephen W., et al.
Published: (2026)

A Dynamic Model of Private Asset Allocation
by: Chen, Hui, et al.
Published: (2025)

A Causal Perspective of Stock Prediction Models
by: Xu, Songci, et al.
Published: (2025)

A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)

A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)

A Unified Theory of Ownership Concentration, Overlap, and Dependence
by: Alonso, Miquel Noguer i, et al.
Published: (2026)

Asset and Factor Risk Budgeting: A Balanced Approach
by: Cetingoz, Adil Rengim, et al.
Published: (2023)

A Global Optimal Theory of Portfolio beyond R-$σ$ Model
by: Liu, Yifan, et al.
Published: (2026)

The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
by: Fanous, Gregory A.
Published: (2026)

The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
by: Fu, Weilong
Published: (2025)

A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)

A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by: Billert, Fabian, et al.
Published: (2024)

Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
by: Menda, Kunal, et al.
Published: (2025)

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)

Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
by: Kang, Shaofeng, et al.
Published: (2025)

AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
by: Pham, The Anh, et al.
Published: (2026)

F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
by: Gavhale, Siddharth
Published: (2025)

Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
by: Agarwal, Pankaj K, et al.
Published: (2025)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)

Breaking the Trend: How to Avoid Cherry-Picked Signals
by: Valeyre, Sebastien
Published: (2025)

An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)

Correlation Structures and Regime Shifts in Nordic Stock Markets
by: Girnyk, Maksym A.
Published: (2025)