SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
How Funding Ratios Affect Pension Plan Portfolio Allocations
10 references·0 citing·40 second hop
How Funding Ratios Affect Pension Plan Portfolio Allocations (2005)How Funding Ratios Affect Pension Plan Po…Public and Private Real Estate in a Mixed-Asset Portfolio (2003)Public and Private Real Estat…The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices (2001)The Role of Private and Publi…Pension‐Plan Real Estate Investment in an Asset–Liability Framework (2000)Pension‐Plan Real Estate Inve…Higher Real Estate Risk and Mixed-Asset Portfolio Performance (1997)Higher Real Estate Risk and M…Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans (1997)Asset Allocation and Funding …The Role of Real Estate in the Portfolio Allocation Process (1996)The Role of Real Estate in th…Funding Ratio Return (1994)Funding Ratio ReturnLiquidity and execution costs in equity markets (1988)Liquidity and execution costs…Diversification Categories in Investment Real Estate (1986)Diversification Categories in…20% in Real Estate (1984)20% in Real EstateCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Asset returns and inflation (1977)Refining the Analysis of Regional Diversification for Income-Producing Real Estate (1987)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)International Evidence on Real Estate Securities as an Inflation Hedge (1997)Theory of Financial Decision Making. (1988)Risk and return in real estate (1991)Returns and Risk on Real Estate and Other Investments: More Evidence (2001)Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly (2017)Demystifying the Effect of the News (Shocks) on Crypto Market Volatility (2023)Real Estate Returns: A Comparison with Other Investments (1984)What Does the Stock Market Tell Us About Real Estate Returns? (1992)Value indices of commercial real estate: A comparison of index construction methods (1994)The Role of Real Estate in an Institutional Investor's Portfolio Revisited (2004)Asset allocation in Finnish pension funds (2006)The Impact of Corporate Governance on the Performance of REITs (2007)Estimating Market Values from Appraised Values without Assuming an Efficient Market (1993)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)The Integration of Commercial Real Estate Markets and Stock Markets (1999)Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model (2005)Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence (2010)Are REITs Real Estate? Evidence from International Sector Level Data (2012)Forecasting Prices and Excess Returns in the Housing Market (1990)Smoothing in appraisal-based returns (1991)Real Estate in an ALM Framework: The Case of Fair Value Accounting (2010)The Changing Benefit of REITs to the Mixed-Asset Portfolio (2010)Optimal Replication of Options with Transactions Costs and Trading Restrictions (1993)Predicting Equity Liquidity (2002)A closing call's impact on market quality at Euronext Paris (2003)A hybrid simulation/optimisation scenario model for asset/liability management (1997)Valuation of intergenerational transfers in funded collective pension schemes (2007)Diversification Issues in Real Estate Investment (1999)Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Portfolio regulation of life insurance companies and pension funds (2000)Advantages of Multiperiod Portfolio Models (2003)OR PRACTICE—Assisting Defined-Benefit Pension Plans (2008)The Environment and Performance of Real Estate Investment Trusts (2003)Strategic Asset Allocation for Pension Plans (2006)Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS (2014)
this work references cited by second hop

References

  • 1986Diversification Categories in Investment Real Estate266 cited
  • 1988Liquidity and execution costs in equity markets218 cited
  • 198420% in Real Estate124 cited
  • 1996The Role of Real Estate in the Portfolio Allocation Process115 cited
  • 1994Funding Ratio Return100 cited
  • 2003Public and Private Real Estate in a Mixed-Asset Portfolio94 cited
  • 2000Pension‐Plan Real Estate Investment in an Asset–Liability Framework67 cited
  • 2001The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices52 cited
  • 1997Higher Real Estate Risk and Mixed-Asset Portfolio Performance48 cited
  • 1997Asset Allocation and Funding Policy for Corporate-Sponsored Defined-Benefit Pension Plans36 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work