//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Pelsser, Antoon A.J."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
40
Theory
40
Option pricing theory
20
Optionspreistheorie
20
Portfolio selection
18
Portfolio-Management
18
Yield curve
15
Zinsstruktur
15
Derivat
12
Derivative
12
Interest rate derivative
12
Zinsderivat
12
Swap
9
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Altersvorsorge
6
Hedging
6
Option trading
6
Optionsgeschäft
6
Retirement provision
6
Interest rate
5
Zins
5
CAPM
4
Estimation
4
Incomplete market
4
Lebensversicherung
4
Life insurance
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Pension fund
4
Pensionskasse
4
Schätzung
4
Time consistency
4
Unvollkommener Markt
4
Zeitkonsistenz
4
Arbitrage Pricing
3
Arbitrage pricing
3
Betriebliche Altersversorgung
3
more ...
less ...
Online availability
All
Free
16
Undetermined
12
Type of publication
All
Article
40
Book / Working Paper
32
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
30
Working Paper
30
Graue Literatur
28
Non-commercial literature
28
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
67
Undetermined
5
Author
All
Pelsser, Antoon André Jean
67
Jong, Frank de
5
Lord, Roger
5
Pietersz, Raoul
5
Schrager, David F.
5
Driessen, Joost
4
Pelsser, Antoon A.J.
4
Stadje, Mitja
4
Vorst, Ton
4
van Haastrecht, Alexander
4
Kamma, Thijs
3
Salahnejhad Ghalehjooghi, Ahmad
3
Schotman, Peter C.
3
Shen, Sally
3
Balter, Anne G.
2
Chen, An
2
Haastrecht, Alexander van
2
Hunt, Philip A.
2
Kennedy, Joanne
2
Kerkhof, Jeroen
2
Plat, Richard
2
Vellekoop, Michel
2
Yang, Li
2
Albrecher, Hansjörg
1
Bauer, Daniel
1
Beetsma, Roel
1
Bouwknegt, Pieter
1
Bragt, David van
1
Broeders, Dirk W. G. A.
1
Chen, Damiaan H. J.
1
Chen, Zhiqiang
1
Cui, Zhenyu
1
Devolder, Pierre
1
Embrechts, Paul
1
Filipović, Damir
1
Francke, Marc K.
1
Fredrix, Rowan
1
Gollier, Christian
1
Hainaut, Donatien
1
Hui, Cho H.
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Insurance / Mathematics & economics
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper / Tinbergen Institute
6
Netspar academic series
6
Discussion paper / Center for Economic Research, Tilburg University
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
European journal of operational research : EJOR
2
Finance and stochastics
2
Insurance: Mathematics and Economics
2
Journal of economic theory
2
The journal of computational finance
2
Ageing, health and pensions in Europe : an economic and social policy perspective
1
Applied mathematical finance
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
ERIM report series research in management
1
Econometric Institute research papers
1
European finance review : the official journal of the European Finance Association
1
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Mathematical Finance
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research paper series / Swiss Finance Institute
1
Scandinavian actuarial journal
1
Springer finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
RePEc
3
OLC EcoSci
2
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Target-based investment for long-term investors under stochastic volatility
Pelsser, Antoon André Jean
;
Yang, Li
-
2023
Persistent link: https://www.econbiz.de/10014458738
Saved in:
2
A market and time consistent extension for the EIOPA risk margin
Salahnejhad Ghalehjooghi, Ahmad
;
Pelsser, Antoon André Jean
-
2023
Persistent link: https://www.econbiz.de/10014458739
Saved in:
3
Dual formulation of the optimal consumption problem with multiplicative habit formation
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433524
Saved in:
4
Investing towards an exogenous reference level using a lower partial moments criterion
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433526
Saved in:
5
The recovery potential for underfunded pension plans
Pelsser, Antoon André Jean
;
Yang, Li
-
2022
Persistent link: https://www.econbiz.de/10013411738
Saved in:
6
A comparison of pension fund regulation in Canada and the Netherlands
Fredrix, Rowan
;
Pelsser, Antoon André Jean
;
Shen, Sally
-
2021
Persistent link: https://www.econbiz.de/10012488743
Saved in:
7
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
8
Narrative-based robust stochastic optimization
Klerkx, Rik
;
Pelsser, Antoon André Jean
- In:
Journal of economic behavior & organization : JEBO
196
(
2022
),
pp. 266-277
Persistent link: https://www.econbiz.de/10013375239
Saved in:
9
Time-consistent and market-consistent actuarial valuation of the participating pension contract
Salahnejhad Ghalehjooghi, Ahmad
;
Pelsser, Antoon André Jean
- In:
Scandinavian actuarial journal
2021
(
2021
)
4
,
pp. 266-294
Persistent link: https://www.econbiz.de/10012515734
Saved in:
10
What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->