- Investing in Retirement with Floor and Upside Utility - expanded RIIA presentation (2015).
- Irlam, G. (2017). Human Capital, Social Security, and Asset Allocation.
- Irlam, G. (2015). Asset Allocation Confidence Intervals in Retirement.
- Irlam, G. (2015). Floor and Upside Investing in Retirement with Real Instruments.
- Irlam, G. (2014). Floor and Upside Investing in Retirement with Nominal SPIAs.
- Irlam, G. (2014). Floor and Upside Investing in Retirement without Annuities.
- Irlam, G. (2014). Portfolio Size Matters. The Journal of Personal Finance. 13(2), 9-16.
- Irlam, G. & Tomlinson, J. (2014). Retirement Income Research: What Can We Learn from Economics?. The Journal of Retirement, 1(4), 118-128.
- Asset Allocator Comparison - 11 asset allocators, 9 different asset allocations
- Simple Rules of Thumb for Investing
- When to Annuitize - annuitize bonds early, stocks late
- Estimating the Coefficient of Relative Risk Aversion for Consumption
- Asset Allocation Cross Validation
- An Introduction to Stochastic Dynamic Programming
- Variable withdrawals - recommended
- Variable Withdrawals - variable withdrawals offer improved well being over fixed withdrawals
- Variable Withdrawal Showdown - realistic comparison of asset allocation and withdrawal strategies
- How Much Does Asset Allocation Matter?
- Variable Withdrawal Portfolios Should Be Stock Heavy
- Variable Withdrawal Utility Function Sensitivity - CARA utility increases bonds slightly compared to CRRA
- Variable Withdrawals When Leaving a Bequest - valuing a bequest causes a tilt to stocks
- An Efficient Frontier for Non-normal Returns?
- Fixed withdrawals - not recommended
- Asset Allocation Showdown - SDP outperforms other common asset allocation schemes
- Portfolio Size and Asset Allocation - portfolio size matters to asset allocation
- When to Rebalance - rebalance annually with a rebalance band half width of 15%
- Quantifying Cost Basis Methods - HIFO is only slightly better than avgcost which is only slightly better than FIFO
- The Cost of Safety - retirement portfolio safety comes at a heavy cost
- Available under a GNU Affero license on GitHub: https://github.com/gordoni/aacalc
AACalc was developed by Gordon Irlam.
AACalc is Copyright © 2009, 2011-2017 Gordon Irlam.
I may be contacted as follows:
23 Coronado Ave
Los Altos, CA 94022