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White Paper

Rethinking DC Portfolio Diversification

August 25, 2023 - Elliott Coleman Thomas Maloney

We make the case for an allocation to liquid alternatives as a viable and versatile complement to existing DC portfolios.

Journal Article

How Much Should DC Savers Worry About Expected Returns? (Supplement)

December 27, 2017 - Antti Ilmanen Matthew Rauseo Liza Truax

A supplement to our paper about what defined contribution savers need to know about long-term market forecasts.

Journal Article

Balancing on the Life Cycle: Target Date Funds Need Better Diversification (Supplement)

December 26, 2017 - Jusvin Dhillon Antti Ilmanen John M. Liew

A supplement to our paper about traditional life-cycle strategies, which have some serious shortcomings.

Journal Article

Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans (Supplement)

December 20, 2017 - Antti Ilmanen David G. Kabiller Laurence Siegel Rodney N. Sullivan

A supplement to our paper published in the Winter 2017 issue of The Journal of Portfolio Management.

Journal Article

Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans

January 15, 2017 - Antti Ilmanen David G. Kabiller Laurence Siegel Rodney N. Sullivan

Defined contribution (DC) plans have, to this point, delivered uneven and sometimes inadequate results.

Journal Article

How Much Should DC Savers Worry About Expected Returns?

August 3, 2016 - Antti Ilmanen Matthew Rauseo Liza Truax

DC savings analyses typically anchor on long-term stock and bond returns when estimating retirement income.

Journal Article

Balancing on the Life Cycle: Target Date Funds Need Better Diversification

July 1, 2016 - Jusvin Dhillon Antti Ilmanen John M. Liew

Traditional life-cycle strategies have some serious shortcomings.

Journal Article

U.S. Corporate DB Pension Plans — Today’s Challenges

January 8, 2016 - Martin Leibowitz Antti Ilmanen

This article, coauthored by asset-liability-management pioneer Marty Leibowitz of Morgan Stanley and Antti Ilmanen of AQR Capital Management, analyses the many challenges U.S.

White Paper

Improving Target-Date Funds

January 2, 2013 - Antti Ilmanen Alex Sanborn Dan Zelazny

Target-date funds (TDFs) may be the preferred long-term investment vehicle for many defined-contribution plan sponsors and their participants. However, TDFs may have some shortcomings, and we discuss two of them in our analysis.

Journal Article

The Future of Life-Cycle Saving and Investing

October 1, 2007 - Rodney N. Sullivan

Life-cycle finance is the branch of finance that affects everyone.