Liability Investment with Downside Risk

Andrew Ang, Bingxu Chen and Suresh Sundaresan

No 19030, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: 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

JEL-codes: G11 G13 G23 J26 (search for similar items in EconPapers)
Date: 2013-05
Note: AP
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Published as 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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