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Optimal Asset Allocation in Asset Liability Management
van Binsbergen, Jules H.; Brandt, Michael W. - 2022
We study the impact of regulations on the investment decisions of a defined benefits pension plan. We assess the influence of ex ante (preventive) and ex post (punitive) risk constraints on the gains to dynamic, as opposed to myopic, decision making. We find that preventive measures, such as...
Persistent link: https://www.econbiz.de/10013405902
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Tournament behavior in Australian superannuation funds : a non-parametric analysis
Hallahan, Terrence; Faff, Robert W. - In: Global finance journal 19 (2009) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10003837187
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Mutual fund industry management structure, risk and the impacts to shareholders
Bryant, Lonnie L.; Liu, Hao-chen - In: Global finance journal 22 (2011) 2, pp. 101-115
Persistent link: https://www.econbiz.de/10009427411
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On the concentration of mutual fund portfolio holdings : evidence from Taiwan
Chen, XiaoHua; Lai, Yun-Ju - In: Research in international business and finance 33 (2015), pp. 268-286
Persistent link: https://www.econbiz.de/10011325865
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The persistence of European mutual fund performance
Vidal-García, Javier - In: Research in international business and finance 28 (2013), pp. 45-67
Persistent link: https://www.econbiz.de/10009725159
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Premiums and discounts in ETFs : an analysis of the arbitrage mechanism in domestic and international funds
Hilliard, Jitka - In: Global finance journal 25 (2014) 2, pp. 91-107
Persistent link: https://www.econbiz.de/10010400984
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The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach
Queslati, Abdelmonem; Hammami, Yacine; Jilani, Faouzi - In: Research in international business and finance 31 (2014), pp. 57-73
Persistent link: https://www.econbiz.de/10010434018
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A tracking error approach to leveraged ETFs : are they really that bad?
Bansal, Vipul K.; Marshall, John F. - In: Global finance journal 26 (2015), pp. 47-63
Persistent link: https://www.econbiz.de/10011477998
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Tracking error decomposition and return attribution for leveraged exchange traded funds
Bansal, Vipul K.; Marshall, John F. - In: Global finance journal 28 (2015), pp. 84-94
Persistent link: https://www.econbiz.de/10011478106
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Should hedge funds be cautious reporting high returns?
Auer, Benjamin R. - In: Research in international business and finance 30 (2014), pp. 195-201
Persistent link: https://www.econbiz.de/10010390267