Concepedia

Liability-driven Investing

Liability-Driven Investing is an investment strategy within the domain of portfolio management that prioritizes the alignment of asset allocations with the timing and amount of future liability obligations, particularly to ensure predictable funding of long-term liabilities such as pension payouts.

44

Publications

1.8K

Citations

80

Authors

48

Institutions

Publications per year

2017–2026

9

Variants

LdiLiability Driven Investing

Parents

Children

Publications

44

The Buck Stops Where? The Role of Limited Liability in Economics

Thomas H. Noe, Stephen D. Smith · Econometric Reviews · 1997 · 288 citations

, , +11

Continuous-time portfolio selection with liability: Mean–variance model and stochastic LQ approach

Shuxiang Xie, Zhongfei Li, Shouyang Wang · Insurance Mathematics and Economics · 2007 · 100 citations

, , +16

An Asset and Liability Management System for Towers Perrin-Tillinghast

John M. Mulvey, Gordon Gould, Clive Morgan · INFORMS Journal on Applied Analytics · 2000 · 95 citations

, , +17

IPO Liability and Entrepreneurial Response

James C. Spindler · SSRN Electronic Journal · 2005 · 94 citations · Full text

, , +15

Living Up to the Hype: How New Ventures Manage the Resource and Liability of Future-Oriented Visions within the Nascent Market of Impact Investing

Danielle Logue, Matthew Grimes · Academy of Management Journal · 2022 · 93 citations · Full text

, , +17

1–5 of 44

Authors

80

  1. MB
    M. Barton Waring

    Ford Foundation, United States

    3 publications · 110 citations

    3

    h-index

  2. VB
    Vincenzo Bavoso

    University of Manchester, United Kingdom

    2 publications · 34 citations

    2

    h-index

  3. LM
    Lionel Martellini

    Ecole des Hautes Etudes Commerciales du Nord, France

    2 publications · 42 citations

    2

    h-index

  4. SX
    Shuxiang Xie

    Sun Yat-sen University, China

    2 publications · 150 citations

    2

    h-index

  5. SS
    Suresh Sundaresan

    Columbia University, United States

    2 publications · 73 citations

    2

    h-index

1–5 of 80

Institutions

48

  1. Columbia University

    New York, United States

    3 h-index

    5 publications

    166 citations

  2. Barclays (United Kingdom)

    London, United Kingdom

    2 h-index

    2 publications

    100 citations

  3. Sun Yat-sen University

    Guangzhou, China

    2 h-index

    3 publications

    250 citations

  4. University of Cambridge

    Cambridge, United Kingdom

    2 h-index

    3 publications

    117 citations

  5. University of Manchester

    Manchester, United Kingdom

    2 h-index

    2 publications

    34 citations

  6. Transnational Press London

    Sale, United Kingdom

    1 h-index

    1 publications

    11 citations

  7. Federal Reserve Bank of Philadelphia

    Philadelphia, United States

    1 h-index

    2 publications

    32 citations

  8. University of Winchester

    Winchester, United Kingdom

    1 h-index

    1 publications

    39 citations

1–8 of 48

Venues

  1. The Journal of Portfolio Management

    JPM · 5 publications · 202 citations

    5

    h-index

  2. Insurance Mathematics and Economics

    4 publications · 267 citations

    4

    h-index

  3. SSRN Electronic Journal

    Repository · 4 publications · 143 citations

    4

    h-index

  4. Annals of Operations Research

    2 publications · 82 citations

    2

    h-index

  5. Optimization

    2 publications · 32 citations

    2

    h-index

1–5