Strategic asset allocation

Author:

Brennan Michael J.,Schwartz Eduardo S.,Lagnado Ronald

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference25 articles.

1. The role of liabilities: defining and managing pension fund risk;Arnott,1992

2. Essays in the Theory of Risk Bearing;Arrow,1971

3. Characterizing predictable components in excess returns on equity and foreign exchange markets;Bekaert;Journal of Finance,1992

4. Is the ex-ante risk premium always positive?;Boudoukh;Journal of Financial Economics,1993

5. An equilibrium model of bond pricing and a test of market efficiency;Brennan;Journal of Financial and Quantitative Analysis,1982

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