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~isPartOf:"Arbeitspapiere"
~person:"Danthine, Jean-Pierre"
~person:"Embrechts, Paul"
~person:"Scaillet, Olivier"
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Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
This paper shows optimal asset allocation during these two phases must be different.
Persistent link: https://www.econbiz.de/10005843404
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2
EMU and Portfolio Diversification Opportunities
Adjaoute, Kpate
;
Danthine, Jean-Pierre
-
2000
This paper studies the impact of EMU on portfolio diversification opportunities.
Persistent link: https://www.econbiz.de/10005843250
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3
Portfolio Diversification: Alive and Well in Euroland!
Adjaouthe, Kpate
;
Danthine, Jean-Pierre
-
2001
This paper identifies low frequency movements in the time series of return dispersions suggestive of cycles and long swings in return correlations.
Persistent link: https://www.econbiz.de/10005843251
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4
Weak Convergence of Hedging Strategies of Contingent Claims
Prigent, Jean-Luc
;
Scaillet, Olivier
-
2002
This paper publishes results on the convergence for hedging strategies in the setting of incomplete financial markets.
Persistent link: https://www.econbiz.de/10005843299
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5
Testing for Concordance Ordering
Cebrian, Ana C.
;
Denuit, Michel
;
Scaillet, Olivier
-
2002
This paper delevops a tools to analyse the ordering of concordance of random vectors.
Persistent link: https://www.econbiz.de/10005843302
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6
Nonparametric Tests for Positive Quadrant Dependence
Denuit, Michel
;
Scaillet, Olivier
-
2001
This papfer deals with distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent.
Persistent link: https://www.econbiz.de/10005843307
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7
Portfolio Diversification in Europe
Adjaoute, Kpate
;
Danthine, Jean-Pierre
;
Isakov, Dusan : …
-
2003
This paper anwers the question if the euro and accompanying measures of financial integration had a discernable impact on the degree of diversification of European investors?
Persistent link: https://www.econbiz.de/10005843486
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