Defined benefit pension schemes in the United Kingdom : asset and liability management / by Marcaillou, Philippe-N, Oxford Scholarship Online

Table of Contents: “…; Asset Allocation: Current Portfolio and Comparison to Three Alternatives (see Table 2.5); 2.2.3.3 Historical Data Analysis: Comparison of the Performance of Portfolios; Introduction to Some Performance and Risk Metrics; ANNUALIZED RETURN; STANDARD DEVIATION; MAXIMUM DRAWDOWN; INTRODUCTION TO VALUE-AT-RISK (VaR); VaR: How does it work?…”
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