Return Trade-Offs is a construct in asset-liability management that represents the inverse relationship between the expected return on assets and the cost or risk of liabilities, where higher targeted returns typically necessitate accepting greater duration mismatch, credit risk, or funding volatility.
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Regime Changes and Financial Markets
Andrew Ang, Allan Timmermann · Annual Review of Financial Economics · 2012 · 404 citations
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National Bureau of Economic Research
Cambridge, United States
3 h-index
5 publications
600 citations
Federal Reserve Bank of Chicago
Chicago, United States
2 h-index
2 publications
78 citations
Duke University
Durham, United States
2 h-index
2 publications
34 citations
Lund University
Lund, Sweden
2 h-index
4 publications
115 citations
University of California San Diego
San Diego, United States
2 h-index
2 publications
470 citations
Columbia University
New York, United States
2 h-index
3 publications
468 citations
University of Pennsylvania
Philadelphia, United States
2 h-index
2 publications
27 citations
Centre for Economic Policy Research
London, United Kingdom
2 h-index
2 publications
68 citations
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- SSRN Electronic Journal
Repository · 6 publications · 191 citations
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- RePEc: Research Papers in Economics
Repository · 6 publications · 142 citations
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- The Journal of Portfolio Management
JPM · 4 publications · 106 citations
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- Journal of Banking & Finance
3 publications · 145 citations
3
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- The Journal of Derivatives
2 publications · 64 citations
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