the last five years, but when the risk measure was corrected using Famas net selectivity measure the market portfolio …

This paper discusses what is longevity risk, why it is important, approaches used by the West to manage longevity … risk and what lessons can be learnt by Asian countries from the experiences of the West. Increasing and uncertain longevity … has emerged as a key risk affecting individuals, pension plans, insurers and governments in both the developed and …

This paper discusses what is longevity risk, why it is important, approaches used by the West to manage longevity … risk and what lessons can be learnt by Asian countries from the experiences of the West. Increasing and uncertain longevity … has emerged as a key risk affecting individuals, pension plans, insurers and governments in both the developed and …

This paper discusses what is longevity risk, why it is important, approaches used by the West to manage longevity … risk and what lessons can be learnt by Asian countries from the experiences of the West. Increasing and uncertain longevity … has emerged as a key risk affecting individuals, pension plans, insurers and governments in both the developed and …

This paper discusses what is longevity risk, why it is important, approaches used by the West to manage longevity … risk and what lessons can be learnt by Asian countries from the experiences of the West. Increasing and uncertain longevity … has emerged as a key risk affecting individuals, pension plans, insurers and governments in both the developed and …

We investigate two methods for using daily stock returns to forecast, and update forecasts of, quarterly real output … discover that adding low frequency stock returns (up to annual returns, depending on forecast horizon) to a quarterly AR(1 …

This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility …