VaR for Plan Sponsors
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References listed on IDEAS
- Lakner, Peter, 1998. "Optimal trading strategy for an investor: the case of partial information," Stochastic Processes and their Applications, Elsevier, vol. 76(1), pages 77-97, August.
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KeywordsValue-at-Risk; V@R; VaR; Defined Benefit; Pension Plans; Plan Sponsors; Assets; Liabilities; Pension Surplus;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2003-09-24 (Corporate Finance)
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