Portfolio Allocation for Public Pension Funds
Published Date
Copyright 2011
DOI 10.1017/S1474747211000102
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Copy CitationGeorge Pennacchi and Mahdi Rastad, The Economics of State and Local Pensions (Journal of Pension Economics and Finance 10 (2), 2010), https://www.nber.org/books-and-chapters/economics-state-and-local-pensions/portfolio-allocation-public-pension-funds.
Published From Paper
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Working Paper
This paper presents a dynamic model of a public pension fund's choice of portfolio risk. Optimal portfolio...
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