1
-
5
of
5
results (0.45 seconds)
Sort By:
-
Back Testing of Investment Performance by Asset Class
Testing of Investment Performance by Asset Class This study aimed to study primarily the impact of market ... market performance on a pension plan’s ability to meet its obligations. Pension plan assets;Investment policy;Investment ...- Authors: Maneesh K Sharma, Thomas Totten, John F Cierzniak
- Date: Jan 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Asset liability management; Finance & Investments>Investments
-
Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits 2019 Survey Results
Policyholder Behavior in the Tail Risk Management Section Working Group Variable Annuity Guaranteed Benefits ... Benefits 2019 Survey Results Results of the PBITT Working Group annual Variable Annuity Survey. Policyholder ...- Authors: Society of Actuaries
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM
-
Portfolio Risk Management with CVAR-Like Constraints
Portfolio Risk Management with CVAR-Like Constraints In his original monograph on portfolio selection ... Markowitz [1952] discusses the tradeoff between the mean and variance of a portfolio. Since then, especially ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Portfolio management - ERM
-
Summary Report: Back Testing of Investment Performance by Asset Class
Back Testing of Investment Performance by Asset Class This paper provides a summary of the report, Back ... Back Testing of Investment Performance by Asset Class. Pension plan assets; Investment policy; Investment ...- Authors: Society of Actuaries
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management
-
2019 Variable Annuity Guaranteed Benefits Survey
2019 Variable Annuity Guaranteed Benefits Survey Results of the PBITT Working Group annual ... Variable Annuity Guaranteed Benefits Survey Results of the PBITT Working Group annual Variable Annuity Survey ...- Authors: Dale Hagstrom, Mienaloshyani Viruthasalam (Mienaloshyani)
- Date: Mar 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM