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A new investment strategy for pension funds
0 references·4 citing·17 second hop
A new investment strategy for pension funds (1981)A new investment strategy for pension fun…Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS (2014)Asset Liability Modelling and…People and the Psychology of Pension Fund Decisions (2004)People and the Psychology of …Fischer Black's Contributions to Corporate Finance (1996)Fischer Black's Contributions…Pension Fund Investment Policy (1988)Pension Fund Investment PolicyCorporate pension funding policy (1976)The Tax Consequences of Long-Run Pension Policy (1980)Taxation and Corporate Pension Policy (1981)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The option‐creating institution: a real options perspective on economic organization (2008)“Stepping into the buyers’ shoes”: Looking at the value of family firms through the eyes of private equity investors (2014)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)World Population Prospects The 2006 Revision (2007)PORTFOLIO SELECTION* (1952)The Sharpe Ratio (1994)Robust Convex Optimization (1998)Evaluation of multivariate GARCH models in an optimal asset allocation framework (2018)On the investment credentials of Bitcoin: A cross-currency perspective (2019)Robust portfolio selection problems: a comprehensive review (2022)
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  • 2014Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS49 cited
  • 1996Fischer Black's Contributions to Corporate Finance31 cited
  • 1988Pension Fund Investment Policy18 cited
  • 2004People and the Psychology of Pension Fund Decisions0 cited

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