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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545
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Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian - In: Journal of public economics 92 (2008) 5/6, pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
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Creating an optimal portfolio to fund pension liabilities
Ross, Paul; Bernstein, Dan; Ferguson, Niall; Dalio, Ray - 2008
Persistent link: https://www.econbiz.de/10003765067
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Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 187 (2008) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
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Strategic asset allocation with liabilities : beyond stocks and bonds
Hoevenaars, Roy P. M. M.; Molenaar, Roderick D. J.; … - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2939-2970
Persistent link: https://www.econbiz.de/10003775155
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Pension and institutional portfolio management
Schwimmer, Martin J.; Malca, Edward - 1976
Persistent link: https://www.econbiz.de/10000057085
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Generational accounting, solidarity and pension losses
Teulings, Coen N.; Vries, Casper G. de - In: De economist : Netherlands economic review ; quarterly … 154 (2006) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10003323649
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Performance persistence of pension fund management
Tonks, Ian (contributor) - 2002
Persistent link: https://www.econbiz.de/10003358151
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Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew (contributor); Blake, David (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003358255