Liability hedging and portfolio choice Bernd Sherer.
By: Scherer, Bernd.
London Risk Books ©2005Description: xv, 265 páginas ilustrado 24 cm.ISBN: 1904339662.Subject(s): Pension trusts -- Investments | Hedging (finance) | Cobertura (finanzas) | Fedeicomiso de pensiones -- InversionesDDC classification: 332.6327Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros | Biblioteca Central | General | 332.6327 / SC326l (Browse shelf) | Ej.1 | Available | 8000022268 |
Incluye referencias bibliográficas e índice.
Introduction -- Actuarial foundations -- Valuation of pension claims -- Hedging corporate liabilities: In search for the liability asset -- Liabilities and portfolio theory -- Theory of the firm versus portfolio theory -- External asset allocation in a contingent claims framework
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