Downloads: 104
Case Studies | Mathematics | Indonesia | Volume 6 Issue 3, March 2017
College Fund Growth Projection as Asset Liability Management Model (ALM)
Sari Dewi [5] | 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
College Fund Growth Projection as Asset Liability Management Model (ALM)
How to Cite this Article?
Sari Dewi, Ricky Yesanto P.S, Habib Asyrafy, "College Fund Growth Projection as Asset Liability Management Model (ALM)", International Journal of Science and Research (IJSR), https://www.ijsr.net/get_abstract.php?paper_id=12031707, Volume 6 Issue 3, March 2017, 1507 - 1509, #ijsrnet
How to Share this Article?
Similar Articles with Keyword 'Asset'
Downloads: 4
Research Paper, Mathematics, India, Volume 10 Issue 11, November 2021
Pages: 404 - 406Optimal Portfolio Policy for a Multi - Period Mean Variance Investors
Downloads: 98
Research Paper, Mathematics, Kenya, Volume 6 Issue 2, February 2017
Pages: 1460 - 1463Assets Valuation Using a Contingent Claim
Were J [2] | Omolo Ongati [4] | Nyakinda J