Research

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. The Case For "Buy-And-Hold" Assets

Mindlin, D. LDI vs. CDI: Bitter Foes or Best Friends?

Mindlin, D. Present Values, Investment Returns and Discount Rates

Mindlin, D. On the Relationship between Arithmetic and Geometric Returns

Mindlin, D. The "Financial Economics" Debate

Mindlin, D. Principles of Optimal Glide Path Design

Mindlin, D. Commitment Driven Investing: A Foreword

Mindlin, D. Commitment Driven Investing: An Introduction

Mindlin, D. Commitment Driven Investing and Time Diversification

Mindlin, D. Is LDI Legal?

Mindlin, D. Is More Money Better?

Mindlin, D. The Case for Stochastic Present Values

Mindlin, D. "The Plan Sponsor's Goal" Revisited

Mindlin, D. In Support of the Weatherman

Mindlin, D. The Good, the Bad, and the Ugly of Pension Accounting

Mindlin, D. The Myth of the Liability Benchmark

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

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

Bonafede, J., Foresti, S., Mindlin, D. CDI: Pushing Beyond the LDI Horizon?

Bonafede, J., Foresti, S., Mindlin, D. Commitment-Driven Investing (CDI): LDI as We C It

Mindlin, D. The Role of the Policy Portfolio

Mindlin, D. Reaffirming Pension Actuarial Science

The following papers are available upon request (email to requestinfo@cdiadvisors.com).

Mindlin, D. Commitment Driven Investing, Part I: From Portfolio Returns to Required Assets

Mindlin, D. Commitment Driven Investing, Part II: CDI for DC Plans

Mindlin, D. On the Riskiness of Stocks and Oversized Shoes

Mindlin, D. Pension Protection Act 2006 and Asset Allocation