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Financing an Uncertain Retirement Part II: Portfolio Construction

Executive Summary

  • The risk of having insufficient savings or even running out of money in retirement is not accounted for in typical economic models even though it cannot be hedged in financial markets and may affect retirees’ consumption and investment behavior.
  • In this paper, we augment the traditional retirement model to account for unknown required future expenses that reflect actual retiree spending and investment behavior more closely.
  • Our model predicts that retiree spending will exhibit some volatility as individuals seek to preserve their wealth and their optimal asset allocation should slowly de-risk over time.
  • Instead, when future consumption is unknown and has increasing uncertainty over time, rolling shorter-term investment strategies, such as a bond ladder, may be more suited to a retiree’s needs.

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