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Financial Analysts Journal Volume 58, 2002 - Issue 5
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RISK MEASUREMENT AND MANAGEMENT

Budgeting and Monitoring Pension Fund Risk

William F. Sharpe William F. Sharpe is STANCO 25 Professor of Finance, Emeritus, at Stanford University, California.
Pages 74-86 | Published online: 02 Jan 2019

References

  • Rahl, Leslie. 2000. Risk Budgeting—A New Approach to Investing. London, U.K.: Risk Books.
  • Sharpe, William F.. 1974. “Imputing Expected Returns from Portfolio Composition.” Journal of Financial and Quantitative Analysis, vol. 9, no. 2 (June): 463–472.
  • Sharpe, William F., and Lawrence G. Tint. 1990. “Liabilities—A New Approach.” Journal of Portfolio Management, vol. 16, no. 2 (Winther): 5–10.

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