Zucheng Zhao

University of Reading

ICMA Centre

University of Reading

Reading, RG6 6DL

United Kingdom

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What Determines the Asset Allocation of Defined Benefit Pension Funds?

Number of pages: 26 Posted: 30 Nov 2020 Last Revised: 25 Feb 2021
Zucheng Zhao and Charles Sutcliffe
University of Reading and University of Reading - ICMA Centre
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Abstract:

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Defined Benefit Pension Schemes; Pension Fund Asset Allocation; Pension Scheme Maturity; Pension Liabilities; Effective Duration; Risk Management