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Strategic asset allocation with liabilities: Beyond stocks and bonds

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  • Hoevenaars, Roy P.M.M.
  • Molenaar, Roderick D.J.
  • Schotman, Peter C.
  • Steenkamp, Tom B.M.

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  • Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M., 2008. "Strategic asset allocation with liabilities: Beyond stocks and bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2939-2970, September.
  • Handle: RePEc:eee:dyncon:v:32:y:2008:i:9:p:2939-2970
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