Portfolio regulation of life insurance companies and pension funds

@inproceedings{Davis2000PortfolioRO,
  title={Portfolio regulation of life insurance companies and pension funds},
  author={Ep Davis},
  year={2000}
}
This paper examines the rationale, nature and financial consequences of two alternative approaches to portfolio regulations for the long-term institutional investor sectors life insurance and pension funds. These approaches are, respectively, prudent person rules and quantitative portfolio restrictions. The argument draws on the financial-economics of investment, the differing characteristics of institutions' liabilities, and the overall case for regulation of financial institutions. Among the… CONTINUE READING

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