Optimal investment strategies with investor liabilities
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 16 (1992)
Issue (Month): 5 (September)
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Web page: http://www.elsevier.com/locate/jbf
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- Pelizzon, Loriana & Weber, Guglielmo, 2009.
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- Plantinga, Auke, 2007. "Performance Measurement And Evaluation," MPRA Paper 5048, University Library of Munich, Germany.
- David Chaundy, 1999. "Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios?," ESRC Centre for Business Research - Working Papers wp116, ESRC Centre for Business Research.
- Berry-Stölzle, Thomas R., 2008. "The impact of illiquidity on the asset management of insurance companies," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 1-14, August.
- Jeff Huther, . "An Application of Portfolio Theory to New Zealand's Public Sector," Treasury Working Paper Series 98/04, New Zealand Treasury.
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