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Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited

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Author Info
Deborah Lucas () (Department of Finance Northwestern University & NBER)

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Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2006 with number 169.

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Date of creation: 02 Feb 2007
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Handle: RePEc:mmf:mmfc06:169

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  1. Jeffrey R. Brown, 2007. "Guaranteed Trouble: The Economic Effects of the Pension Benefit Guaranty Corporation," NBER Working Papers 13438, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Deborah J. Lucas, 2006. "Commentary on "On asset-liability matching and federal deposit and pension insurance"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 331-336. [Downloadable!]
  3. Robert Novy-Marx & Joshua D. Rauh, 2008. "The Intergenerational Transfer of Public Pension Promises," NBER Working Papers 14343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago. [Downloadable!]
  5. Arjen Siegmann, 2008. "Minimum Funding Ratios for Defined-Benefit Pension Funds," DNB Working Papers 180, Netherlands Central Bank, Research Department. [Downloadable!]
  6. Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. David A. Love & Paul A. Smith & David Wilcox, 2007. "Why do firms offer risky defined benefit pension plans?," Finance and Economics Discussion Series 2007-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
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