Search Results - subject:"Allocation strategies"

Impact of the choice of risk assessment time horizons on defined benefit pension schemes

Andrews, Douglas; Bonnar, Stephen; Curtis, Lori J.; … - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 214-242

Persistent link: https://www.econbiz.de/10013342113

Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement

Vedenov, Dmitry V.; Miranda, Mario J.; Dismukes, Robert; … - In: Journal of Agricultural and Resource Economics 31 (2006) 01

portfolio allocation strategies of participating companies. The main conclusion of the analysis is that the bulk of changes in …

Persistent link: https://www.econbiz.de/10005525439

Geographical versus Industrial Diversification: A Mean Variance Spanning Approach

EHLING, Paul; RAMOS, Sofia B. - Swiss Finance Institute - 2003

-variance spanning, portfolio allocation strategies. JEL classification: G11, G15. 2 Executive summary Stock returns are … variance portfolio and none of the allocation strategies is sufficient to attain all the diversification benefits …

Persistent link: https://www.econbiz.de/10005264589