Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans

Harrison, J. Michael; Sharpe, William F

Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans

(213 K)

J. Michael Harrison, William F. Sharpe

Chapter in NBER book Financial Aspects of the United States Pension System (1983), Zvi Bodie and John B. Shoven, editors (p. 91 - 106)
Published in 1983 by University of Chicago Press
© 1983 by the National Bureau of Economic Research

This chapter first appeared as NBER working paper w0935, Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans, J. Michael Harrison, William F. Sharpe

This paper is available as PDF (213 K) or via email.

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Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans

J. Michael Harrison, William F. Sharpe

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