Optimal asset allocation in asset liability management
By: Jules H. van Binsbergen, Michael W. Brandt.
Contributors: Brandt, Michael W. 1971-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12970.; Working paper series (National Bureau of Economic Research) -- working paper no. 12970.
Publisher: National Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Pension trusts -- Regulation
Notes: "March 2007"

Includes bibliographical references (p. 25-[27]).

Also available in PDF from the NBER world wide web site (www.nber.org).