Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh - National Bureau of Economic Research (NBER) - 2013
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
