Pension Plan Systems and Risk Sharing
Including defined benefit pension funds in an asset pricing model enhances its performance in matching historical equity premium and riskless rate, and offers significant risk sharing benefits.
Featured in No. 17 on 28 Sep 2023 ·
- Released
- 14 Apr 2023
- First featured
- No. 17 · 28 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 124
- Identifier
- SSRN 4584374
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).