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Managing Funding Ratio Risk and Return

By Aaron Meder


Asset-liability management is at the top of many pension managers’ minds. The key to successful pension-plan investing is finding an investment solution that manages the volatility of asset returns relative to liabilities and generates enough return so that the plan’s commitment is fulfilled. The traditional asset-only approach to pension investing has resulted in portfolios invested in 60 percent to 70 percent equities with the remainder in average duration nominal bonds. These investmen

Year: 2006
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