Downloads: 104 | Views: 117
Case Studies | Mathematics | Indonesia | Volume 6 Issue 3, March 2017
College Fund Growth Projection as Asset Liability Management Model (ALM)
Sari Dewi  | Ricky Yesanto P.S | Habib Asyrafy
Abstract: Procurement of college fund assets to reduce benefits promises made by plan sponsors to participants and beneficiaries-in other words, the college fund liabilities. Therefore the college fund investment policy should be set in a way that explicitly integrates exposure to college fund liabilities. The traditional approach to retirement investments have split factor the risk of liability, which has resulted in a portfolio which may be appropriate in assets, but which are subject to risk when evaluated relative to liabilities. efficient investment policy can be designed to avoid risks appreciated if exposure obligation explicitly integrated into investment frameworks. In this paper, we determine the distribution of portfolio return as Normal distribution.
Keywords: Asset, Liability, College Fund
Edition: Volume 6 Issue 3, March 2017,
Pages: 1507 - 1509
Similar Articles with Keyword 'Asset'
Downloads: 2 | Weekly Hits: ⮙1 | Monthly Hits: ⮙2
Research Paper, Mathematics, Cameroon, Volume 11 Issue 8, August 2022Pages: 899 - 916
Optimal Investment under Partial Information in a Portfolio with Three Financial Assets
Tatiagoum K. Eric
Research Paper, Mathematics, India, Volume 10 Issue 11, November 2021Pages: 404 - 406
Optimal Portfolio Policy for a Multi - Period Mean Variance Investors