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Mean-variance optimality of a retirement lump sum conversion strategy : implementation in Australia
Gay, Roger - In: Journal of risk 10 (2007/08) 4, pp. 113-134
Persistent link: https://www.econbiz.de/10003761352
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Optimal asset management for defined-contribution pension funds with default risk
Shibo, Bian; Cicon, James; Zhang, Yi - In: Journal of risk 19 (2016) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10011579786
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Optimal execution of accelerated share repuchase contracts with fixed notional
Guéant, Olivier - In: Journal of risk 19 (2017) 5, pp. 77-99
Persistent link: https://www.econbiz.de/10011747118
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A public guarantee of a minimum return to defined contribution pension scheme members
Grande, Giuseppe; Visco, Ignazio - In: Journal of risk 13 (2010/11) 3, pp. 3-43
Persistent link: https://www.econbiz.de/10008935695
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Combining alpha streams with costs
Kakushadze, Zura - In: Journal of risk 17 (2014/15) 3, pp. 57-78
Persistent link: https://www.econbiz.de/10011298884
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard - In: Journal of risk 17 (2014/2015) 5, pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
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Recursive profit-and-los sharing
Mansour, Walid; Abdelhamid, Mohamed Ben; Heshmati, Almas - In: Journal of risk 17 (2014/2015) 6, pp. 21-50
Persistent link: https://www.econbiz.de/10011438920
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Commodity risk hedging through risk sharing : reengineering Islamic forwards
Kafou, Ali; Chakir, Ahmed - In: Journal of risk 17 (2014/2015) 6, pp. 101-123
Persistent link: https://www.econbiz.de/10011438937
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Nonnegative risk components
Staum, Jeremy - In: Journal of risk 18 (2015/2016) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011438960