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

William F. Sharpe
Published Date
Copyright 1983
ISBN 0226062813
Financial Aspects of the United States Pension System
Book: Financial Aspects of the United States Pension System
Book editors: Zvi Bodie & John B. Shoven
PUBLISHER: University of Chicago Press
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  • William F. Sharpe, Financial Aspects of the United States Pension System (University of Chicago Press, 1983), chap. 4, https://www.nber.org/books-and-chapters/financial-aspects-united-states-pension-system/optimal-funding-and-asset-allocation-rules-defined-benefit-pension-plans.

Published From Paper

Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
- Working Paper
This paper considers a world in which pension funds may default, the cost of the associated risk of default is not...

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