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~institution:"Nationalekonomiska Institutionen <Lund>"
~institution:"Pensions Institute"
~subject:"Actuarial mathematics"
~subject:"Portfolio selection"
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Actuarial mathematics
Portfolio selection
Theorie
49
Theory
49
Pension fund
10
Pensionskasse
10
Portfolio-Management
8
Private Altersvorsorge
8
Private retirement provision
8
Altersvorsorge
5
Retirement provision
5
Game theory
3
Hedging
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Social security contribution
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Sozialversicherungsbeitrag
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Spieltheorie
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Aging population
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Allocation
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Allokation
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Alternde Bevölkerung
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Cointegration
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Generationengerechtigkeit
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Goods
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Incomplete information
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Institutional investor
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Institutioneller Investor
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Intergenerational equity
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Investition
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Investment
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Kointegration
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Leibrente
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Life annuity
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Neue politische Ökonomie
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Graue Literatur
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10
Working Paper
10
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English
10
Author
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Lundtofte, Frederik
2
Armitage, Seth
1
Asgharian, Hossein
1
Bagot, Gordon
1
Blake, David
1
Cairns, Andrew
1
Capelleveen, Huub F. van
1
Davis, E. Philip
1
Graflund, Andreas
1
Kat, Harry M.
1
Kochen, Theo P.
1
Milevsky, Moshe A.
1
Nilsson, Birger
1
Young, Virginia R.
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Nationalekonomiska Institutionen <Lund>
Pensions Institute
National Bureau of Economic Research
247
Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Springer Fachmedien Wiesbaden
11
Center for Economic Research <Tilburg>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Deutsche Gesellschaft für Versicherungsmathematik
6
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Goethe-Universität Frankfurt am Main
5
Friedrich-Schiller-Universität Jena
4
International Association for the Study of Insurance Economics
4
Judge Institute of Management Studies
4
Society of Actuaries
4
Springer-Verlag GmbH
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Centre for Actuarial Studies
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Congress of Actuaries <24, 1992, Montréal>
3
Johannes Gutenberg-Universität Mainz
3
Københavns Universitet / Økonomisk Institut
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
The Wharton Financial Institutions Center
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
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Discussion paper / The Pensions Institute, Cass Business School, City University
6
Working paper / Department of Economics, Lund University
4
Source
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ECONIS (ZBW)
10
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How derivatives can help solve the pension fund crisis
Capelleveen, Huub F. van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776452
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2
Expected life-time utility and hedging demands in a partially observable economy
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609444
Saved in:
3
Can an "estimation factor" help explain cross-sectional returns?
Lundtofte, Frederik
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002609475
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4
Optimal asset allocation and the real option to delay annuitization : It's not now-or-never
Milevsky, Moshe A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703496
Saved in:
5
Institutional investors, corporate governance and the performance of the corporate sector
Davis, E. Philip
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001665354
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6
What has the fund manager done for me? : A value-based approach to investment performance measurement
Bagot, Gordon
(
contributor
);
Armitage, Seth
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709228
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7
Take (smoothed) risks when you are young, not when you are old : how to get the best from your stakeholder pension plan
Blake, David
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745455
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8
A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
Saved in:
9
Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas
(
contributor
);
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
Saved in:
10
From financial economics to fair valuation
Cairns, Andrew
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586859
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