Pension Finance Library

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• Pension Finance Knowledge Sharing Index
• The Microsoft Excel file contains detailed information about articles which are useful to the study of the principles of finance and their application to pension plans.
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• Financial Economics (FE)
• The Cost of Capital, Corporation Finance and the Theory of Investment
• By Franco Modigliani and Merton H. Milton
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• The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings
• By Garbriel Hawawini and Donald B. Keim
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• Equity Duration–Updated Duration of the S&P 500
• By David M. Blitzer and Srikant Dash
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• Financial Economics for Pension Plans
• By Richard Q. Wendt
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• Financial Economics: A Wake–Up Call
• By Kenneth Buffin
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• Financial Economics: Actuaries’ Contributions
• By Shane Whelan
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• Jensen and Meckling 30 Years After: A Game Theoretic View
• By Jacques Thepot
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• Making Financial Economic Sense of the Future
• By Neil Brougham
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• Modern Valuation Techniques
• By Stuart Jarvis, Frances Southall, and Elliot Varnell
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• Not Such a Great Controversy: Actuarial Science and Financial Economics
• By Shane Whelan
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• A Primer in Financial Economics
• By S.F. Whelan, D.C. Bowie, and A.J. Hibbert
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• The Rational of the Mean–Standard Deviation Analysis: Comment
• By Karl Borch
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• The Rational of the Mean–Standard Deviation Analysis: Reply and Errata for Original Article
• By S.C. Tsiang
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• Understanding the Corporate Bond Yield Curve
• By Holger Hofling, Rudiger Kiessel, and Gunther Loffler
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• Understanding Equity Risk Premium
• By Richard Q. Wendt
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• Valuation of Pension Obligations with Lump Sums
• By Richard Q. Wendt
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• The Value of Actuarial Values
• By John Pemberton