NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Liability Investment with Downside Risk

Andrew Ang, Bingxu Chen, Suresh Sundaresan

NBER Working Paper No. 19030
Issued in May 2013
NBER Program(s):Asset Pricing

This paper is no longer available on-line from the NBER. A revised version of the paper has been published as "Liability-Driven Investment with Downside Risk" in the Journal of Portfolio Management Fall 2013, Vol. 40, No. 1: pp. 71-87

This paper is not currently available on-line.
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Document Object Identifier (DOI): 10.3386/w19030

Published: Liability-Driven Investment with Downside Risk Andrew Ang, Bingxu Chen, and Suresh Sundaresan The Journal of Portfolio Management Fall 2013, Vol. 40, No. 1: pp. 71-87

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