A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Year of publication: |
2015
|
---|---|
Authors: | Bisetti, Emilio |
Other Persons: | Favero, Carlo A. (contributor) ; Nocera, Giacomo (contributor) ; Tebaldi, Claudio (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (54 p) |
---|---|
Series: | Netspar Discussion Paper ; No. 05/2015-012 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 7, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2637789 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Bisetti, Emilio, (2014)
-
Disagreement in Economic Forecasts and Equity Returns : Risk or Mispricing?
Bali, Turan G., (2020)
-
Portfolio Return Prediction and Risk Price Heterogeneity
Taylor, Nicholas, (2023)
- More ...
-
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio, (2015)
-
A Multivariate Model of Strategic Asset Allocation with Longevity Risk
Bisetti, Emilio, (2014)
-
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio, (2017)
- More ...