Strategic asset allocation with liabilities: Beyond stocks and bonds

Journal of Economic Dynamics and Control

Volumn 32, Issue 9, 2008, Pages 2939-2970

  Hoevenaars, Roy P M M ^a   Molenaar, Roderick D J ^b   Schotman, Peter C ^a   Steenkamp, Tom B M ^c  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b ABP Investments ^*  (Netherlands)

^c VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Asset liability management; Pension funds; Portfolio choice; Strategic asset allocation

Indexed keywords

EID: 48849116433     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.11.003     Document Type: Article

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