Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
Contingent capital : the case for COERCs
Pennacchi, George G.; Vermaelen, Theo; Wolff, … - 2010
Persistent link: https://www.econbiz.de/10008747118
Cover Image
Contingent capital : the case for COERCs
Vermaelen, Theo; Wolff, Christian; Pennacchi, George G. - 2010 - Rev. vers. of 2010/55/FIN
Persistent link: https://www.econbiz.de/10008798194
Cover Image
Contingent capital : the case for COERCs
Vermaelen, Theo; Wolff, Christian; Pennacchi, George G. - 2010
Persistent link: https://www.econbiz.de/10008798222
Cover Image
Contingent capital : the case for COERCs
Pennacchi, George G.; Vermaelen, Theo; Wolff, Christian - 2011 - Rev. vers. of 2010/89/FIN
Persistent link: https://www.econbiz.de/10009374393
Cover Image
Portfolio allocation for public pension funds
Pennacchi, George G.; Rastad, Mahdi - In: Journal of pension economics and finance 10 (2011) 2, pp. 221-245
Persistent link: https://www.econbiz.de/10009154344
Cover Image
Contingent capital: the case of COERCs
Pennacchi, George G.; Vermaelen, Theo; Wolff, … - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 541-574
Persistent link: https://www.econbiz.de/10010487106
Cover Image
Contingent capital : the case for COERCs
Pennacchi, George G.; Vermaelen, Theo; Wolff, … - 2011 - Rev. vers. of 2011/51/FIN
Persistent link: https://www.econbiz.de/10009567154
Cover Image
An empirical analysis of bank risk
Pennacchi, George G. - Federal Reserve Bank of Chicago - 1985
Persistent link: https://www.econbiz.de/10010723940