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What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings and Loan Insurance Corporation
16 references·1 citing·34 second hop
What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings and Loan Insurance Corporation (2001)What the Pension Benefit Guaranty Corpora…Theory of rational option pricing (2005)Theory of rational option pri…Asset Allocation in a Downside Risk Framework (2000)Asset Allocation in a Downsid…On the Risk of Stocks in the Long Run (1995)On the Risk of Stocks in the …Implementing Option Pricing Models When Asset Returns Are Predictable (1995)Implementing Option Pricing M…Implementing Option Pricing Models When Asset Returns Are Predictable (1995)Implementing Option Pricing M…The S. & L. Debacle: Public Policy Lessons for Bank and Thrift Regulation. (1993)The S. & L. Debacle: Public P…The Reform of Federal Deposit Insurance: Disciplining the Government and Protecting Taxpayers. (1993)The Reform of Federal Deposit…Pension Benefit Guarantees in the United States: A Functional Analysis (1993)Pension Benefit Guarantees in…On the Management of Financial Guarantees (1992)On the Management of Financia…Continuous-Time Finance. (1991)Continuous-Time Finance.Asset Allocation in a Downside-Risk Framework (1991)Asset Allocation in a Downsid…Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? (1985)Defined Benefit versus Define…Corporate pension funding policy (1976)Corporate pension funding pol…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetPension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund and Sponsor Support (2010)Pension Benefit Security: A C…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Safety First and the Holding of Assets (1952)Optimal rules for ordering uncertain prospects (1975)Capital market equilibrium in a mean-lower partial moment framework (1977)A Brief History of Downside Risk Measures (1999)A linear model for tracking error minimization (1999)Increased Correlation in Bear Markets (2002)Behavioral Models of Risk Taking in Business Decisions: A Survey and Evaluation (1977)Mean-Modified Value-at-Risk Optimization with Hedge Funds (2002)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Does the Stock Market Overreact? (1985)Do option markets correctly price the probabilities of movement of the underlying asset? (2001)Finance Capitalism and Germany's Rise to Industrial Power (2007)Irreversible investment, real options, and competition: Evidence from real estate development (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Labor supply flexibility and portfolio choice in a life cycle model (1992)Stock returns and inflation: A long-horizon perspective (1993)Company Stock in Pension Plans: How Costly Is It? (2005)Pensions at a glance: public policies across OECD countries (2005)Neutral or Fair? (2006)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Taxation and Corporate Pension Policy (1981)The Effect of Voluntary Spin‐off Announcements on Shareholder Wealth (1983)Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans (2008)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)Option pricing: A simplified approach (1979)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1976Corporate pension funding policy413 cited
  • 1991Asset Allocation in a Downside-Risk Framework398 cited
  • 1995On the Risk of Stocks in the Long Run345 cited
  • 2000Asset Allocation in a Downside Risk Framework325 cited
  • 1995Implementing Option Pricing Models When Asset Returns Are Predictable217 cited
  • 1993The S. & L. Debacle: Public Policy Lessons for Bank and Thrift Regulation.192 cited
  • 1992On the Management of Financial Guarantees192 cited
  • 1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?177 cited
  • 1993Pension Benefit Guarantees in the United States: A Functional Analysis67 cited
  • 1995Implementing Option Pricing Models When Asset Returns Are Predictable54 cited
  • 1993The Reform of Federal Deposit Insurance: Disciplining the Government and Protecting Taxpayers.

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  • 2010Pension Benefit Security: A Comparison of Solvency Requirements, a Pension Guarantee Fund and Sponsor Support13 cited