Liability Investment with Downside Risk

Andrew Ang, Bingxu Chen, Suresh Sundaresan

This paper is no longer available on-line from the NBER. A revised version of the paper has been published as "Liability-Driven Investment with Downside Risk" in the Journal of Portfolio Management Fall 2013, Vol. 40, No. 1: pp. 71-87

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Year of publication:	May 2013
Authors:	Ang, Andrew
Other Persons:	Chen, Bingxu (contributor) ; Sundaresan, Suresh (contributor)
Institutions:	National Bureau of Economic Research (contributor)
Publisher:	Cambridge, Mass : National Bureau of Economic Research
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Kapitalanlage \| Financial investment

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Extent:	1 Online-Ressource
Series:	NBER working paper series ; no. w19030
Type of publication:	Book / Working Paper
Language:	English
Notes:	Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers.
Other identifiers:	10.3386/w19030 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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