Decomposing funding-ratio risk : providing pension funds with key insights into their liabilities hedge mismatch and other factor exposures
Year of publication: |
2017
|
---|---|
Authors: | Kroon, Erik P. ; Wouters, Anton ; Carvalho, Raul Leote de |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2017, 4, p. 71-86
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Hedging | Risikomanagement | Risk management |
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