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Liability-Relative Investing II
12 references·5 citing·31 second hop
Liability-Relative Investing II (2004)Liability-Relative Investing IIThe Dimensions of Active Management (2003)The Dimensions of Active Mana…Rethinking Pension Liabilities and Asset Allocation (2002)Rethinking Pension Liabilitie…Budgeting and Monitoring Pension Fund Risk (2002)Budgeting and Monitoring Pens…Optimal investment strategies with investor liabilities (1992)Optimal investment strategies…Managing Investment Portfolios: A Dynamic Process (1990)Managing Investment Portfolio…Liabilities— A New Approach (1990)Liabilities— A New ApproachTaxation and Corporate Pension Policy (1981)Taxation and Corporate Pensio…The Tax Consequences of Long-Run Pension Policy (1980)The Tax Consequences of Long-…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…The Financial Reality of Pension Funding Under ERISA (1976)The Financial Reality of Pens…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The financial analysts journal (1960)The financial analysts journalNo Portfolio Is an Island (2015)No Portfolio Is an IslandLife Annuities: An Optimal Product for Retirement Income (2013)Life Annuities: An Optimal Pr…An Asset–Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund Theorem (2009)An Asset–Liability Version of…Don’t Kill the Golden Goose! Saving Pension Plans (2007)Don’t Kill the Golden Goose! …TIPS, the Dual Duration, and the Pension Plan (2004)TIPS, the Dual Duration, and …How to Use Security Analysis to Improve Portfolio Selection (1973)Modern Portfolio Theory and Investment Analysis. (1982)People and the Psychology of Pension Fund Decisions (2004)Identifying and Overcoming Behavioural Impediments to Long Term Responsible Investment: A Focus on UK Institutional Investors (2011)Empirical Evidence on the Stock–Bond Correlation (2024)Imputing Expected Security Returns from Portfolio Composition (1974)Fejezetek a kockázat témaköréből a közgazdaságtanban (2015)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Benchmarks and Investment Management (2003)The Style Drift Score (2004)Alpha Hunters and Beta Grazers (2005)Corporate pension funding policy (1976)An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns (1984)Air pollution and stock returns: Evidence from a natural experiment (2015)Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives (2021)Strategic asset allocation with liabilities: Beyond stocks and bonds (2008)Insurance: Mathematics and Economics (2013)Gender differences in financial risk tolerance (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (2004)Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)Institutional Investors and Equity Prices (2001)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1960The financial analysts journal1,043 cited
  • 1981Taxation and Corporate Pension Policy342 cited
  • 1990Liabilities— A New Approach340 cited
  • 1980The Tax Consequences of Long-Run Pension Policy317 cited
  • 1990Managing Investment Portfolios: A Dynamic Process241 cited
  • 2002Budgeting and Monitoring Pension Fund Risk91 cited
  • 1992Optimal investment strategies with investor liabilities72 cited
  • 2003The Dimensions of Active Management68 cited
  • 1976The Financial Reality of Pension Funding Under ERISA64 cited
  • 2002Rethinking Pension Liabilities and Asset Allocation35 cited

Cited by

  • 2004TIPS, the Dual Duration, and the Pension Plan35 cited
  • 2009An Asset–Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund Theorem31 cited
  • 2007Don’t Kill the Golden Goose! Saving Pension Plans24 cited
  • 2013

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Life Annuities: An Optimal Product for Retirement Income
22 cited
  • 2015No Portfolio Is an Island20 cited