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Deposit insurance reform
Pennacchi, George G. - In: Public insurance and private markets, (pp. 20-53). 2010
Persistent link: https://www.econbiz.de/10003985825
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Security baskets and index-linked securities
Gorton, Gary; Pennacchi, George G. - 1991
Persistent link: https://www.econbiz.de/10000817009
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Serial correlation of asset returns and optimal portfolios for the long and short term
Fischer, Stanley; Pennacchi, George G. - 1985
Persistent link: https://www.econbiz.de/10000685246
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Banks and loan sales : marketing non-marketable assets
Gorton, Gary; Pennacchi, George G. - 1991
Persistent link: https://www.econbiz.de/10000808254
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Discounting pension liabilities : funding versus value
Brown, Jeffrey R.; Pennacchi, George G. - 2015
Persistent link: https://www.econbiz.de/10011300882
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Portfolio allocation for public pension funds
Pennacchi, George G.; Rastad, Mahdi - 2010
"This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio allocations are derived when pension fund management maximize the utility of wealth of a representative taxpayer or when pension fund management maximize their own utility of compensation....
Persistent link: https://www.econbiz.de/10008697801