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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Optimal portfolio and spending rules for endowment funds
Kashif, Muhammad; Menoncin, Francesco; Owadally, Iqbal - In: Review of quantitative finance and accounting 55 (2020) 2, pp. 671-693
Persistent link: https://www.econbiz.de/10012303964