Liability Investment with Downside Risk
Working Paper 19030
DOI 10.3386/w19030
Issue Date
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
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Copy CitationAndrew Ang, Bingxu Chen, and Suresh Sundaresan, "Liability Investment with Downside Risk," NBER Working Paper 19030 (2013), https://doi.org/10.3386/w19030.
Published Versions
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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