Link
Abstract
[Discussion begins on page 15 of PDF.]
Volume
4:4
Page
163-164
Year
2000
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Equities
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Other Securities
Actuarial Applications and Methodologies
Investments
Investment Policy
Actuarial Applications and Methodologies
Investments
Portfolio Rebalancing
Actuarial Applications and Methodologies
Investments
Portfolio Strategy
Actuarial Applications and Methodologies
Valuation
Publications
North American Actuarial Journal