分解资金比率风险：为养老基金提供关于其负债对冲错配及其他因子敞口的关键洞见

Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures

• Erik Kroon
• Anton Wouters
• Raul Leote de Carvalho