George Pennacchi
College of Business
University of Illinois
4041 BIF, Box 25, MC520
515 E. Gregory Drive
Champaign, IL 61820
Tel: 2172440952
Fax: 2172443102
E-Mail: 
Institutional Affiliation: University of Illinois
Information about this author at RePEc
NBER Working Papers and Publications
| June 2015 | Discounting Pension Liabilities: Funding versus Value
with Jeffrey R. Brown: w21276
Published: JEFFREY R. BROWN & GEORGE G. PENNACCHI, 2016. "Discounting pension liabilities: funding versus value," Journal of Pension Economics and Finance, vol 15(03), pages 254-284. citation courtesy of 
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| April 2015 | Discounting Pension Liabilities: Funding versus Value
with Jeffrey R. Brown
in The Impact of Reforms of State Retirement Plans, Robert L. Clark and Joseph P. Newhouse, organizers
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| October 2010 | Portfolio Allocation for Public Pension Funds
with Mahdi Rastad: w16456
Published: Pennacchi, George & Rastad, Mahdi, 2011. "Portfolio allocation for public pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 10(02), pages 221-245, April. citation courtesy of
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| June 2009 | Comment on "Pricing Personal Account Benefit Guarantees: A Simplified Approach"
in Social Security Policy in a Changing Environment, Jeffrey R. Brown, Jeffrey B. Liebman and David A. Wise, editors
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| May 1991 | Security Baskets and Index-Linked Securities
with Gary Gorton: w3711
Published: The Journal of Business, Vol. 66, no. 1 (January 1993): 1-27. citation courtesy of
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| December 1990 | Banks and Loan Sales: Marketing Non-Marketable Assets
with Gary Gorton: w3551
Published: Journal of Monetary Economics, Vol. 35, no. 3 (1995): 389-411. citation courtesy of
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| June 1985 | Serial Correlation of Asset Returns and Optimal Portfolios for the Long and Short Term
with Stanley Fischer: w1625
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