Academics from the Massachusetts Institute of Technology (MIT) and Brandeis University examine target datefund trading activity and the impact on market volatility and individual retirement savers.
NEW YORK (January 7, 2025) – Jonathan A. Parker, Antoinette Schoar, and Yang Sun have been honored withthe 29th annual Paul A. Samuelson Award by the TIAA Institute for their study, “Retail Financial Innovation andStock Market Dynamics: The Case of Target Date Funds.” The research analyzes the market impact of TargetDate Funds (TDFs), one of the most significant financial innovations widely used by individual retirement saversin America.
The study shows that the rules guiding trades by TDFs as they rebalance have caused substantial changes inhow money moves in and out of mutual funds, suggesting these changes are affecting stock returns and mighteven be reducing volatility in the stock market.
“TIAA has a long history of advocating for secure and dignified retirements,” said Surya Kolluri, head of the TIAAInstitute. “This research shows how TDFs can help support long-term retirement goals by appropriately adjustingasset allocations over time and by bringing greater market stability. We’re proud to recognize research that offersthese types of best practices for improving retirement outcomes.”
“It’s a unique honor to receive the Samuelson Award. This recognition highlights the real-world impact thatacademic work has on optimal portfolios – similar to the research Samuelson conducted in 1969 – andunderscores the importance of retirement plan design and financial tools,” the authors said.
Named in honor of the Nobel Prize winner and former CREF trustee, the Paul A. Samuelson Award is presentedannually by the TIAA Institute to recognize an outstanding research publication designed to increase Americans’lifelong financial well-being. Winners are chosen by an independent panel of judges, consisting of InstituteFellows and previous award recipients.
The 2024 Samuelson Award panel of distinguished judges include:
- Scott Cederburg, The University of Arizona
- Jonathan Reuter, Boston College
- Sita Nataraj Slavov, George Mason University
- Carly Urban, Montana State University
- Stijn Van Nieuwerburgh, Columbia University
Learn more about the TIAA Paul A. Samuelson Award here.
About the TIAA
Institute The TIAA Institute helps advance the ways individuals and institutions plan for financial security andorganizational effectiveness. The Institute conducts in-depth research, provides access to a network of thoughtleaders, and enables those it serves to anticipate trends, plan future strategies and maximize opportunities forsuccess. To learn more about our work and engage with our community of thought leaders, visit tiaainstitute.organd follow us on X at @TIAAInstitute.
About TIAA
TIAA is a leading provider of secure retirements and outcome-focused investment solutions to millions of peopleand thousands of institutionsi. It is the #1 not-for-profit retirement market provider1, paid more than $5.7 billion inlifetime income to retired clients in 2023 and has $1.4 trillion in assets under management (as of 9/30/2024).ii
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