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The Concept of Investment Efficiency and its Application to Investment Management Structures/Risk Budgeting in Pension Investment. Abstract of the Discussion held by the Faculty of Actuaries

Published online by Cambridge University Press:  10 June 2011

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Extract

The text of the paper The Concept of Investment Efficiency and its Application to Investment Structures, by T. M. Hodgson, S. J. Breban, C. L. Ford, M. P. Streatfield and R. C. Urwin, together with the abstract of he discussion on it held by the Institute of Actuaries on 28 February 2000, are printed in British Actuarial Journal, 6, III, pages 451-545.

At the meeting of the Faculty of Actuaries on 19 February 2001, both papers, The Concept of Investment Efficiency and its Application to nvestment Structures and Risk Budgeting in Pension Investment, were discussed.

Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 7 , Issue 3 , 01 August 2001 , pp. 348 - 364
Copyright
Copyright © Institute and Faculty of Actuaries 2001

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References

Clarkson, R.S. (1989/1990). The measurement of investment risk. J.I.A. 116, 127–178 and T.F.A. 41, 677–750.Google Scholar