Joseph Prendergast

American University - Kogod School of Business

4400 Massachusetts Avenue NW

Washington, DC 20816-8044

United States

SCHOLARLY PAPERS

2

DOWNLOADS

51

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Replicating Maximum Yield Annuities with U.S. Treasury Funds

Number of pages: 51 Posted: 05 Oct 2020
Joseph Prendergast
American University - Kogod School of Business
Downloads 36 (559,279)
Citation 1

Abstract:

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Annuity, Retirement, Fixed Income, Duration, Hedging

2.

A Key Rate Approach to Replicating Annuities with U.S. Treasury Funds

Number of pages: 36 Posted: 10 Mar 2021 Last Revised: 15 Apr 2021
Joseph Prendergast
American University - Kogod School of Business
Downloads 15 (696,201)

Abstract:

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Annuity, Retirement, Fixed Income, Duration, Hedging, Key Rate