Replicating Maximum Yield Annuities with US Treasury Funds

A Key Rate Approach to Replicating Annuities with US Treasury Funds

J Prendergast - Available at SSRN 3767632, 2021 - papers.ssrn.com
Prendergast (2021) develops a methodology that enables retail investors to structure
annuities using commonly available US Treasury Exchange Traded Funds (ETFs). This …
Save Cite Related articles All 5 versions View as HTML