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  • The Myth of "The Myth of Time Diversification"
    The Myth of "The Myth of Time Diversification" Describes why, contrary to common opinion among financial economists, investments may be less risky for a longer time horizon.

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    • Authors: Rowland Davis
    • Date: Aug 2014
    • Publication Name: Risks & Rewards
  • Payouts from Defined Contribution Plans: A Collective Risk-Sharing Framework
    Payouts from Defined Contribution Plans: A Collective Risk-Sharing Framework Outlines a collective structure that can be used to convert a lump sum payout into a lifetime income stream, with a 2% ...

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    • Authors: Rowland Davis
    • Date: Jan 2014
    • Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: Pension Section News
    • Topics: Annuities>Investment strategy - Annuities; Annuities>Payout annuities
  • Immunization And Dedicated Portfolios For Pension Funds
    Immunization And Dedicated Portfolios For Pension Funds This is a panel discussion on immunized and dedicated portfolios for pension funds. Asset liability management=ALM;Asset valuation;Discount ...

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    • Authors: Rowland Davis, William A Farquhar, Andrew F Shewan, T Thomas Simester
    • Date: Oct 1982
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Pensions & Retirement
  • The Tracker Plan: A Controlled Risk Defined-Contribution Retirement Program
    The Tracker Plan: A Controlled Risk Defined-Contribution Retirement Program This paper is a concept for U.S. pension reform. ;; Defined contribution plans=DC plans=401(k) plans; Financial ...

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    • Authors: Rowland Davis
    • Date: Dec 2012
    • Competency: Strategic Insight and Integration>Big picture view
    • Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Public Policy
  • Author’s Response to Comments by Faisal Siddiqi
    Author’s Response to Comments by Faisal Siddiqi This paper is a response to the comments on the Tracker Plan, a concept for U.S. pension reform. ;; Defined contribution plans=DC plans=401(k) ...

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    • Authors: Rowland Davis
    • Date: Dec 2012
    • Competency: Strategic Insight and Integration>Big picture view
    • Topics: Pensions & Retirement>Plan design; Pensions & Retirement>Retirement risks; Public Policy
  • Investment Fallacies e-book
    Investment Fallacies e-book Investment Fallacies: The Myth of Time Diversification currency risk;investment policy;investment risk;financial management;financial planning;risk metrics;risk ...

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    • Authors: Rowland Davis, Society of Actuaries
    • Date: Sep 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Investment Fallacies e-book
    Investment Fallacies e-book Investment Fallacies: Simulation of Long-Term Stock Returns: Fat-Tails and Mean Reversion currency risk;investment policy;investment risk;financial ...

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    • Authors: Rowland Davis, Society of Actuaries
    • Date: Sep 2014
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
    • Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
  • Background Document: Quantitative Evaluation Framework for Retirement Benefit Systems
    Background Document: Quantitative Evaluation Framework for Retirement Benefit Systems This material summarizes work done to date to develop a model for a quantitative evaluation framework for ...

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    • Authors: Rowland Davis
    • Date: Jun 2019
    • Competency: External Forces & Industry Knowledge
    • Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Pensions & Retirement>Plan design
  • A Middle Ground for Public Plans
    A Middle Ground for Public Plans 2 public plans improve intergenerational equity & sustainability: DC plan, active employees & lifetime benefit, retirees. 2 tools measure ...

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    • Authors: Rowland Davis
    • Date: Jun 2018
    • Topics: Pensions & Retirement