PORTFOLIO MANAGEMENT - The Cost and Duration of Cash-Balance Pension Plans - Subtle issues surround the funding of cash-balance pension liabilities, but the techniques used to value floating-rate bonds can provide the liabilities' costs and effective durations.
Year of publication: |
2001
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Authors: | Brown, David T. ; Dybvig, Philip H. ; Marshall, William J. |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 57.2001, 6, p. 50-63
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