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An Integrated Approach to Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions and the Rational Pricing of Liability Streams.

EDHEC Publication

MARTELLINI Lionel ; MILHAU Vincent

GROUPE EDHEC

2010

95

132.85-MARTE

ASSETS LIABILITY MANAGEMENT ; PENSION FUNDS ; INVESTMENT CAPITAL PRIVATE EQUITY


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

Url : https://www.edhec.edu/fr/publications/integrated-approach-asset-liability-management-capital-structure-choices-pension-fund

Contents : Abstract
Executive Summary
1. Introduction
2. A Stylized Model with Default at Terminal Date Only
3. Extending the Model to an Intertemporal Setting
4. Conclusion and Extensions
5. Appendices
6. References
About EDHEC-Risk Institute
About BNP Paribas Investment Partners
EDHEC-Risk Institute Publications and Position Papers (2007-2010)

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque