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~institution:"London School of Economics (LSE)"
~person:"Blake, David"
~person:"Walsham, Geoff"
~subject:"Asset-liability management"
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Liability valuation and optimal asset allocation
Inkmann, Joachim
;
Blake, David
-
London School of Economics (LSE)
-
2004
and the determination of the optimal asset allocation using discount rates that ap-propriately reflect default
risk
. We …
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