The retirement risk zon E

A baseline study

Brett Doran*, Michael E. Drew, Adam N. Walk

*Corresponding author for this work

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

This paper undertakes a baseline study to explore the heady mix of the portfolio size effect and sequencing risk facing superannuants within the retirement risk zone. It explores the impact on retirement outcomes when portfolios are subjected to a single sequencing risk event at different points through a member's investing life. We report sensitivities between the timing (or sequence) of a negative return event on terminal wealth outcomes and the associated impact on longevity risk. Our findings suggest that greater priority needs to be given to sequencing risk earlier in a member's accumulation phase than convention suggests.

Original languageEnglish
Pages (from-to)6-11
Number of pages6
JournalJASSA
Volume3
Issue number1
Publication statusPublished - 2012
Externally publishedYes

Keywords

  • Longevity risk
  • Retirement risk zone
  • Sequencing risk

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