Optimal portfolio allocation for corporate pension funds
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- McCarthy, David & Miles, David K, 2007. "Optimal Portfolio Allocation for Corporate Pension Funds," CEPR Discussion Papers 6394, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Andreas Graflund & Birger Nilsson, 2003.
"Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon,"
European Financial Management,
European Financial Management Association, vol. 9(2), pages 179-200.
- Graflund, Andreas & Nilsson, Birger, 2002. "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers 2002:8, Lund University, Department of Economics.
- Treynor, Jack L, 1977. "The Principles of Corporate Pension Finance," Journal of Finance, American Finance Association, vol. 32(2), pages 627-638, May.
- Exley, C.J. & Mehta, S.J.B. & Smith, A.D., 1997. "The Financial Theory of Defined Benefit Pension Schemes," British Actuarial Journal, Cambridge University Press, vol. 3(04), pages 835-966, October.
- Sharpe, William F., 1976. "Corporate pension funding policy," Journal of Financial Economics, Elsevier, vol. 3(3), pages 183-193, June.
- Marcus, Alan J, 1985. " Spinoff-Terminations and the Value of Pension Insurance," Journal of Finance, American Finance Association, vol. 40(3), pages 911-924, July.
- Roel M. W. J. Beetsma & A. Lans Bovenberg, 2009. "Pensions and Intergenerational Risk-sharing in General Equilibrium," Economica, London School of Economics and Political Science, vol. 76(302), pages 364-386, April.
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- Weller, Christian E. & Wenger, Jeffrey B., 2009.
"Prudent investors: the asset allocation of public pension plans,"
Journal of Pension Economics and Finance,
Cambridge University Press, vol. 8(04), pages 501-525, October.
- Christian E. Weller & Jeffrey Wenger, 2008. "Prudent Investors: The Asset Allocation of Public Pension Plans," Working Papers wp175, Political Economy Research Institute, University of Massachusetts at Amherst.
More about this item
Keywordscorporate balance sheets; pension funds; portfolio allocation;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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