[BOOK][B] Innovations in pension fund management
AS Muralidhar - 2001 - books.google.com
Whether you are a pension plan sponsor rethinking investment objectives or conducting an
asset allocation study, an investor interested in evaluating asset-liability value-at-risk, or an …
asset allocation study, an investor interested in evaluating asset-liability value-at-risk, or an …
OR Practice—assisting defined-benefit pension plans
The defined-benefit pension system poses substantial, long-term risks for the US economy.
We describe a flexible asset-liability management (ALM) system for pension planning. The …
We describe a flexible asset-liability management (ALM) system for pension planning. The …
US corporate DB pension plans—Today's challenges
ML Leibowitz, A Ilmanen - Special Issues, 2016 - guides.pm-research.com
This article analyzes the multiple considerations facing a corporate sponsor making
decisions about its defined-benefit pension plan. First, the authors examine why so many …
decisions about its defined-benefit pension plan. First, the authors examine why so many …
An investment strategy for defined benefit plans
JD MacBeth, DC Emanuel, CE Heatter - Financial Analysts Journal, 1994 - Taylor & Francis
Defined-benefit plan sponsors typically select an asset allocation by undertaking a meanl
variance analysis of the probability distributions of future rates of return. Unfortunately, next …
variance analysis of the probability distributions of future rates of return. Unfortunately, next …
[BOOK][B] Asset Liability Management bei Versicherungen
P Albrecht - 2003 - Springer
Die aktuelle Situation des deutschen Versicherungsmarktes ist gekennzeichnet durch
steigende Unternehmensrisiken auf der einen Seite bei gleichzeitig steigenden …
steigende Unternehmensrisiken auf der einen Seite bei gleichzeitig steigenden …
[BOOK][B] Markt-und Kreditrisiken für Versicherungsunternehmen: Quantifizierung und Management
C Wenninger - 2013 - books.google.com
Christian Wenninger stellt ein fundiertes Konzept zur Risikomessung und Risikosteuerung
bereit, das auf die speziellen Bedürfnisse der Versicherungen als langfristige Anleger …
bereit, das auf die speziellen Bedürfnisse der Versicherungen als langfristige Anleger …
Benchmark departures and total fund risk: A second dimension of diversification
ML Leibowitz, LN Bader, S Kogelman… - Financial Analysts …, 1995 - Taylor & Francis
Standard asset class benchmarks are efficient in controlling and measuring investment
performance on portfolio segments. This operational efficiency, however, can impede …
performance on portfolio segments. This operational efficiency, however, can impede …
[BOOK][B] Stochastic optimization for enterprise risk management
Z Zhang - 2006 - search.proquest.com
Abstract Enterprise Risk Management (ERM) involves a systematic approach for evaluating
and controlling risks within a large organization. Application domains include banks …
and controlling risks within a large organization. Application domains include banks …
[BOOK][B] The new science of asset allocation
WE Bitters - 1997 - books.google.com
Comprehensive survey on contemporary thinking Essential reading for investment
managers Asset allocation has only become a significant component in the investment …
managers Asset allocation has only become a significant component in the investment …
Funding Ratio Peaks and Stalls
ML Leibowitz, S Kogelman, A Bova - Financial Analysts Journal, 2017 - Taylor & Francis
Virtually all investment plans share the ultimate goal of providing financial support for some
class of beneficiaries. A plan's long-term financial health is typically measured by its funding …
class of beneficiaries. A plan's long-term financial health is typically measured by its funding …