Asset allocation efficiency from dynamic and static strategies in underfunded pension funds

Asset allocation efficiency from dynamic and static strategies in underfunded pension funds

This study attempts to conduct a comparative analysis between dynamic and static asset allocation to achieve the long-term target return on asset liability management (ALM). This study conducts asset allocation using the ex ante expected rate of return through the outlook of future economic indicato...

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Bibliographic Details
Main Authors: Chunsuk Park, Dong-Soon Kim, Kaun Y. Lee
Format: Article
Language:English
Published: Emerald Publishing 2022-02-01
Series:Seonmul yeongu
Subjects:
dynamic and static asset allocation
shortfall risk
expected rate of return by asset class
input data
building block
target rate of return
var model
filtering
g110
g230
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JDQS-10-2021-0025/full/pdf?title=asset-allocation-efficiency-from-dynamic-and-static-strategies-in-underfunded-pension-funds

Internet

https://www.emerald.com/insight/content/doi/10.1108/JDQS-10-2021-0025/full/pdf?title=asset-allocation-efficiency-from-dynamic-and-static-strategies-in-underfunded-pension-funds

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