International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


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


How to Download this Article?

You Need to Register Your Email Address Before You Can Download the Article PDF


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), Volume 6 Issue 3, March 2017, pp. 1507-1509, https://www.ijsr.net/get_abstract.php?paper_id=12031707

Similar Articles with Keyword 'Asset'

Downloads: 2 | Weekly Hits: ⮙1 | Monthly Hits: ⮙2

Research Paper, Mathematics, Cameroon, Volume 11 Issue 8, August 2022

Pages: 899 - 916

Optimal Investment under Partial Information in a Portfolio with Three Financial Assets

Tatiagoum K. Eric

Share this Article

Downloads: 4

Research Paper, Mathematics, India, Volume 10 Issue 11, November 2021

Pages: 404 - 406

Optimal Portfolio Policy for a Multi - Period Mean Variance Investors

Dr. Sangita [6]

Share this Article
Top