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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David (contributor);  … - 2003 - [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 (contributor);  … - 2003 - [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 (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031