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Tekijä: | Leibowitz, M. L. |
Otsikko: | Pension asset allocation through surplus management. |
Lehti: | Financial Analysts' Journal
1987 : MAR/APR, VOL. 43:2, p. 29-40 |
Asiasana: | PENSIONS INTEREST RATES SHARE PRICES BOND MARKETS STOCK MARKETS |
Kieli: | eng |
Tiivistelmä: | A review of the interest rate factor in pension plans, the sensitivity of the value of liabilities to interest rate movements, the time duration of plan liabilities, equity durations, interest rates, how a portfolio's commitment to stocks can increase surplus volatility, surplus risk control improvement and use of a portfolio's bond component to counterbalance duration shortfalls that result from substantial equity weightings. |
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