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Producing derivative assets with forward contracts

Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10001053429

Portfolio optimization with mental accounts

Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334

Persistent link: https://www.econbiz.de/10003990687

On the consistency of the black-scholes model with a general equilibrium framework

Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 259-275

Persistent link: https://www.econbiz.de/10001037502

Combining investment and tax strategies for optimizing lifetime solvency under uncertain returns and mortality

Das, Sanjiv R.; Ostrov, Daniel; Casanova, Aviva; … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-25

This paper considers investors who are looking to maximize their probability of remaining solvent throughout their lifetime by using an algorithm that aims to optimize their investment allocation strategy and optimize their tax strategy for withdrawal allocations between tax deferred accounts...

Persistent link: https://www.econbiz.de/10012622415