Optimal Asset Allocation in Asset Liability Management
收藏NBER2007-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12970
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资源简介：
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 Value
提供机构：
美国国家经济研究局
创建时间：
2007-03-01
