Abstract

http://ssrn.com/abstract=1021361
 
 

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A Closer Look at Stable Value Funds Performance


David F. Babbel


University of Pennsylvania - The Wharton School - Finance and Insurance Departments; CRA International

Miguel Herce


CRA International, Inc.

September 18, 2007

Wharton Financial Institutions Center Working Paper No. 07-21

Abstract:     
There exists a paucity of academic literature on stable value (SV) funds, although a growing volume of industry and practitioner literature has provided an in-depth look at how the funds are managed and the guarantees secured. To date, no rigorous analysis has been published on the performance of stable value funds from the investor's point of view. In this study, we provide what we understand to be the first published analysis of the performance of stable value funds

Number of Pages in PDF File: 36

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Date posted: October 14, 2007  

Suggested Citation

Babbel, David F. and Herce, Miguel, A Closer Look at Stable Value Funds Performance (September 18, 2007). Wharton Financial Institutions Center Working Paper No. 07-21. Available at SSRN: http://ssrn.com/abstract=1021361 or http://dx.doi.org/10.2139/ssrn.1021361

Contact Information

David F. Babbel (Contact Author)
University of Pennsylvania - The Wharton School - Finance and Insurance Departments ( email )
215 Wakefield Road
Bryn Mawr, PA 19010
United States
610-527-1839 (Phone)

CRA International ( email )
John Hancock Tower
200 Clarendon Street, T-33
Boston, MA 02116-5092
United States
610-527-1839 (Phone)
Miguel Herce
CRA International, Inc. ( email )
1201 F. St. NW
Ste. 700
Washington, DC 20004
United States
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