VaR for Plan Sponsors

Eric Stubbs and Francis Gupta ()

Finance from EconWPA

Keywords: Value-at-Risk; V@R; VaR; Defined Benefit; Pension Plans; Plan Sponsors; Assets; Liabilities; Pension Surplus (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cfn
Date: 2003-09-19
Note: Type of Document - Acrobat PDF; pages: 13; figures: included

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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0309013

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