A. Andonov, R.M.M.J. Bauer & M. Cremers (2017). Pension Fund Asset Allocation and Liability Discount Rates. The Review of Financial Studies, 30 (8), 2555-2595. doi: http://dx.doi.org/http://dx.doi.org/10.1093/rfs/hhx020[go to publisher's site]
Research Interests:Primary fields: investments, asset allocation, delegated portfolio management and pension funds.Secondary fields: empirical asset pricing, alternative assets and governance.