P.O. Box 75283
APG Asset Management
in Total Papers Downloads
in Total Papers Citations
Strategic asset allocation, asset liability management
strategic asset allocation, bayesian vector autoregression, parameter uncertainty
strategic asset allocation, Bayesian vector autoregression, parameter uncertainty, robust portfolio choice
Sovereign Wealth Fund, public investment funds, public pension funds
sovereign wealth fund, public investment funds, public pension funds, value-based ALM, generational accounting, embedded options, intergenerational transfer, stochastic discount factor
Embedded Options, Collective DC, Pension Deal, Pension Fund, Value-Based Asset LiabilityManagement, Rotman
corporate pension fund, embedded options, contingent claim analysi, the Netherlands
Asset liability management, Generational accounting, Intergenerational risk sharing, funded defined-benefit,plans, hybrid plans, generational accounting, embedded options, value-based ALM, public finance, social security reform
Lookback Option, Life Annuity, Annuity Risk, Defined Contribution, Stochastic Discount Factor
Asset liability management, option pricing, risk neutral valuation
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