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~institution:"International Center for Financial Asset Management and Engineering"
~person:"Bali, Turan G."
~person:"Caporin, Massimiliano"
~person:"Harvey, Campbell R."
~person:"Lucas, André"
~person:"Post, Thierry"
~person:"Scaillet, Olivier"
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Mortality
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Bali, Turan G.
Caporin, Massimiliano
Harvey, Campbell R.
Lucas, André
Post, Thierry
Scaillet, Olivier
Hoesli, Martin
2
Menoncin, Francesco
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Adjaoute, Kpate
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Battocchio, Paolo
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International Center for Financial Asset Management and Engineering
Institut für Schweizerisches Bankwesen <Zürich>
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7
National Centre of Competence in Research North South <Bern>
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Center for Financial Studies
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
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