Research Papers

We are committed to a rigorous independent research program in the area of asset allocation and related topics. The following papers represent a partial list of our publications.

Mindlin, D. A Tale of Two "Scandals" (pdf)Download

Mindlin, D. Actuarial Valuations for DC Plans (pdf)Download

Mindlin, D. The “Annuity Puzzle” And Model Portfolios (pdf)Download

Mindlin, D. ASOP 4 Comments July 31, 2020 (pdf)Download

Mindlin, D. ASOP 27 Comments September 15, 2019 (pdf)Download

Mindlin, D. ASOP 27 Comments July 31, 2018 (pdf)Download

Mindlin, D. Simulation-Free Stochastic Analysis (pdf)Download

Mindlin, D. The Next Free Lunches (pdf)Download

Mindlin, D. The Next Generation of Goal-Based Investing (pdf)Download

Mindlin, D. The Fallacy of "To vs. Through" Glide Path Classification (pdf)Download

Mindlin, D. On Exercises in Futility (pdf)Download

Mindlin, D. Why Glide Paths Evolve: "Will-Do" Glide Paths (pdf)Download

Mindlin, D. Why Glide Paths Evolve: "Expected-to-Do" Glide Paths (pdf)Download

Mindlin, D. Commitment Driven Investing: Glide Paths (pdf)Download

Mindlin, D. The Pitfalls of "Sequential Risk" (pdf)Download

Mindlin, D. The Glide Path Assumption (pdf)Download

Mindlin, D. The Glide Path "Takeoff" (pdf)Download

Mindlin, D. On the Validity of Common Portfolio Return Assumptions (pdf)Download

Mindlin, D. The Misconceptions of Retirement Risks (pdf)Download

Mindlin, D. On the Value of Direct Investment Objectives (pdf)Download

Mindlin, D. Commitment Driven Investing: The Essentials (pdf)Download

Mindlin, D. Comments on draft of practice note "Selecting Investment Return Assumptions Based on Anticipated Future Experience." June 27, 2016 (pdf)Download

Mindlin, D. Glide Path 2.0: The Next Generation (pdf)Download

Mindlin, D. Actuarial Valuation Of DC Plans (pdf)Download

Mindlin, D. The Myths of "Marked-to-Market" Pension Accounting (the original version) (pdf)Download

Mindlin, D. A Tale of Three Epiphanies (pdf)Download

Mindlin, D. Comments on EBSA Benefit Statements 7/8/2013 (pdf)Download

Mindlin, D. ASOP No. 4 Comments 5/31/2012 (pdf)Download

Mindlin, D. ASOP No. 27 Comments 5/29/2012 (pdf)Download

Mindlin, D. The Case For Annuities and Matching Bonds in Retirement Plans (pdf)Download

Mindlin, D. LDI vs. CDI: Bitter Foes or Best Friends? (pdf)Download

Mindlin, D. Present Values, Investment Returns, and Discount Rates (pdf)Download

Mindlin, D. On the Relationship between Arithmetic and Geometric Returns (pdf)Download

Mindlin, D. The "Financial Economics" Debate (pdf)Download

Mindlin, D. Principles of Optimal Glide Path Design (pdf)Download

Mindlin, D. Commitment Driven Investing: A Foreword (pdf)Download

Mindlin, D. Commitment Driven Investing: An Introduction (pdf)Download

Mindlin, D. Commitment Driven Investing and Time Diversification (pdf)Download

Mindlin, D. Is LDI Legal? (pdf)Download

Mindlin, D. Is More Money Better? (pdf)Download

Mindlin, D. The Case for Stochastic Present Values (pdf)Download

Mindlin, D. "The Plan Sponsor's Goal" Revisited (pdf)Download

Mindlin, D. In Support of the Weatherman (pdf)Download

Mindlin, D. The Good, the Bad, and the Ugly of Pension Accounting (pdf)Download

Mindlin, D. The Myth of the Liability Benchmark (pdf)Download

Mindlin, D. Windmill Fighters in Potemkin Villages (full version) (pdf)Download

Mindlin, D. Windmill Fighters in Potemkin Villages (published version) (pdf)Download

Mindlin, D. Reaffirming Pension Actuarial Science (pdf)Download