Portfolio Allocation for Public Pension Funds
Published Date
Copyright 2011
DOI 10.1017/S1474747211000102
You may be able to download this chapter for free via the Document Object Identifier.
Published From Paper
-
Working Paper
This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio...
More from NBER
In addition to working papers, the NBER disseminates affiliates’ latest findings through a range of free periodicals — the NBER Reporter, the NBER Digest, the Bulletin on Retirement and Disability, the Bulletin on Health, and the Bulletin on Entrepreneurship — as well as online conference reports, video lectures, and interviews.
Cecilia Rouse, president of the Brookings Institution and a professor at Princeton University, who chaired the Council...
Background Materials:backgroundAthey, Susan, Undral Byambadalai, Vitor Hadad, Sanath Kumar Krishnamurthy, Weiwen Leung...
