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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.
Brown, David T.; Dybvig, Philip H.; Marshall, William J. - In: Financial analysts' journal : FAJ 57 (2001) 6, pp. 50-63
Persistent link: https://www.econbiz.de/10006270584
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Pricing Long Bonds: Pitfalls and Opportunities
Dybvig, Philip H.; Marshall, William J. - In: Financial analysts' journal : FAJ 52 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10006321719
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ASSESSING FIXED-INCOME FUND MANAGER STYLE AND PERFORMANCE FROM HISTORICAL RETURNS
Brown, David T.; Marshall, William J. - In: The journal of fixed income 10 (2001) 4, pp. 15-26
Persistent link: https://www.econbiz.de/10007173955
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Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
Beaglehole, David R.; Dybvig, Philip H.; Zhou, Guofu - In: Financial analysts' journal : FAJ 53 (1997) 1, pp. 62-68
Persistent link: https://www.econbiz.de/10006317406
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PORTFOLIO MANAGEMENT - Using Asset Allocation to Protect Spending - A new protective asset allocation strategy safeguards endowment funds' critical spending
Dybvig, Philip H. - In: Financial analysts' journal : FAJ 55 (1999) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10006300460
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Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
Dybvig, Philip H.; Liu, Hong - In: Mathematics of operations research 36 (2011) 4, pp. 620-636
Persistent link: https://www.econbiz.de/10009799521
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Increases in risk aversion and the distribution of portfolio payoffs
Dybvig, Philip H.; Wang, Yajun - In: Journal of economic theory 147 (2012) 3, pp. 1222-1247
Persistent link: https://www.econbiz.de/10009960286
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Security Markets: Stochastic Models, Darrell Duffie. Boston: Academic Press, 1988. 358 pp.
Dybvig, Philip H. - In: The review of financial studies 1 (2013) 3, pp. 329-328
Persistent link: https://www.econbiz.de/10010113561
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Consensus in Diverse Corporate Boards
Baranchuk, Nina; Dybvig, Philip H. - In: The review of financial studies 22 (2013) 2, pp. 715-714
Persistent link: https://www.econbiz.de/10010113767
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Portfolio Performance and Agency
Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, … - In: The review of financial studies 23 (2013) 1, pp. 1-0
Persistent link: https://www.econbiz.de/10010113773