Pension Fund Asset Allocation And Liability Discount Rates: Camouflage And Reckless Risk-Taking By US Public Plans?

Rob Bauer|Aleksandar Andonov|Martijn Cremers


ICPM SPONSORED|RESEARCH PAPER

  • Defined Contribution Plan
  • Internal Swap Market
  • Life-Cycle Theory
  • Pension Fund
  • Wage Return Setup
  • Wage-Linked Exposure
  • Pension Funds