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Optimal funding and asset allocation rules for defined-benefit pension plans
Harrison, J. Michael; Sharpe, William F. - In: Financial aspects of the United States pension system, (pp. 91-105). 1983
Persistent link: https://www.econbiz.de/10002653682
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Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
Harrison, J. Michael; Sharpe, William F. - National Bureau of Economic Research (NBER) - 1982
This paper considers a world in which pension funds may default, the cost of the associated risk of default is not borne fully by the sponsoring corporation, and there are differential tax effects. The focus is on ways in which the wealth of the shareholders of a corporation sponsoring a pension...
Persistent link: https://www.econbiz.de/10005829742
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Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
Harrison, J. Michael; Sharpe, William F. - In: Financial Aspects of the United States Pension System
Persistent link: https://www.econbiz.de/10005725034
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Independence and calibration in decison analysis
Harrison, J. Michael - In: Management science : journal of the Institute for … 24 (1977) 3, pp. 320-328
Persistent link: https://www.econbiz.de/10003571913
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Dynamic scheduling of a multiclass queue : discount optimality
Harrison, J. Michael - In: Operations research 23 (1975) 2, pp. 270-282
Persistent link: https://www.econbiz.de/10002653638
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The Harbor City is the classroom
Harrison, J. Michael - In: Worklife : official monthly journal of the Employment … 1 (1976) 11, pp. 9-12
Persistent link: https://www.econbiz.de/10002653644
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A priority queue with discounted linear costs
Harrison, J. Michael - In: Operations research 23 (1975) 2, pp. 260-269
Persistent link: https://www.econbiz.de/10002653695
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Continuous price processes in frictionless markets have infinite variation
Harrison, J. Michael - In: The journal of business : B 57 (1984) 3, pp. 353-365
Persistent link: https://www.econbiz.de/10002653624
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Martingales and arbitrage in multiperiod securities markets
Harrison, J. Michael; Kreps, David M. - In: Journal of economic theory 20 (1979) 3, pp. 381-408
Persistent link: https://www.econbiz.de/10002653659
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Speculative investor behavior in a stock market with heterogeneous expectations
Harrison, J. Michael; Kreps, David M. - In: The quarterly journal of economics 92 (1978) 2, pp. 323-336
Persistent link: https://www.econbiz.de/10002653711