Portable alphas from pension mispricing

Journal of Portfolio Management

Volumn 32, Issue 4, 2006, Pages 44-53

  Franzoni, Francesco ^a   Marín, José M ^b  

^a HEC PARIS   (France)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748292802     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.644193     Document Type: Article

References (11)

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4. Franzoni, F., and J. Marin. "Pension Plan Funding and Stock Market Efficiency." Journal of Finance, 61 (2006), pp. 921-956.
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8. Goetzmann, W., J. Ingersoll, M. Spiegel, and I. Welch. "Sharpening Sharpe Ratios." Working Paper 02-08, Yale ICF, 2003.
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11. Zion, D., and B. Carcache. "The Magic of Pension Accounting." Credit Suisse First Boston, 2002.