English
An Integrated Approach to Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions and the Rational Pricing of Liability Streams.
MARTELLINI Lionel ; MILHAU Vincent
2010
95
132.85-MARTE
GESTION ACTIF PASSIF ; FONDS DE PENSION ; CAPITAL INVESTISSEMENT
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Adresse url : https://www.edhec.edu/fr/publications/integrated-approach-asset-liability-management-capital-structure-choices-pension-fund
Sommaire : 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)
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque