Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
Kroon, Erik, Wouters, Anton, de Carvalho, Raul LeoteVolume:
43
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2017.43.4.071
Date:
July, 2017
File:
PDF, 1.09 MB
english, 2017