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Applications and case studies
Zenios, Stauros Andrea (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003431751
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Cash holdings in pension funds
Salva, Carolina - In: Journal of banking and finance 161 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015065788
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Long-term investors, demand shifts, and yields
Jansen, Kristy A. E. - 2023
Persistent link: https://www.econbiz.de/10014228550
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Liability index fund : the liability beta portfolio
Ryan, Ronald J.; Fabozzi, Frank J. - In: Journal / The Capco Institute : journal of financial … 33 (2011), pp. 29-33
Persistent link: https://www.econbiz.de/10009629859
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Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G. - 2006
Persistent link: https://www.econbiz.de/10003401861
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The term structure of the rebalancing premium
Liu, Xiaoyang; Viswanathan, Vivek - In: The journal of investing : JOI 29 (2020) 4, pp. 116-125
Persistent link: https://www.econbiz.de/10013177898
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The impact of pensions and insurance on global yield curves
Greenwood, Robin; Vissing-Jørgensen, Annette - 2018
We document a strong effect of pension and insurance company (P&I) assets on the long end of the yield curve. Using data from 26 countries, the yield spread between 30-year and 10-year government bond yields is negatively related to the ratio of pension assets (in funded and private pension and...
Persistent link: https://www.econbiz.de/10011931879
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Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.; Osu, Bright O.; Akpanibah, Edikan E.; … - In: Journal of mathematical finance 7 (2017) 4, pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
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Pension plans' funded status volatility and corporate credit risk
Chen, Tsung-Kang; Tseng, Yijie; Lin, Ruey-Ching - In: Accounting and business research 54 (2024) 2, pp. 190-223
Persistent link: https://www.econbiz.de/10014576856