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Retirement withdrawals : an analysis of the benefits of periodic "midcourse" adjustments
Spitzer, John J. - In: Financial services review : the journal of individual … 17 (2008) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10003756640
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Shortfall risk of target-date funds during retirement
Spitzer, John J.; Singh, Sandeep - In: Financial services review : the journal of individual … 17 (2008) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10003756665
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Adaptive withdrawals
Spitzer, John J.; Strieter, Jeffrey C.; Singh, Sandeep - In: The journal of investing 17 (2008) 2, pp. 104-113
Persistent link: https://www.econbiz.de/10003758532
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Leveraged carry trade portfolios
Darvas, Zsolt M. (contributor) - 2008
Studying all possible pairs of eleven major currencies and eleven portfolios in 1976-2008 we show that, when there is no leverage, carry trade is significantly profitable for most currency pairs and portfolios. Positive returns do not diminish in time providing a strong case against the...
Persistent link: https://www.econbiz.de/10003774170
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Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds : international evidence
Rapach, David E.; Wohar, Mark E. - In: Journal of international money and finance 28 (2009) 3, pp. 427-453
Persistent link: https://www.econbiz.de/10003835183
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Leveraged carry trade portfolios
Darvas, Zsolt M. - In: Journal of banking & finance 33 (2009) 5, pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
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The validity of credit risk model validation methods
Christodoulakis, George A.; Satchell, Stephen - In: The analytics of risk model validation, (pp. 27-43). 2008
Persistent link: https://www.econbiz.de/10003868675
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On the Markowitz meanvariance analysis of self-financing portfolios
Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Risk and decision analysis 1 (2009) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10003935634
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Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Bai, Zhidong; Liu, Huixia; Wong, Wing Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-667
Persistent link: https://www.econbiz.de/10003937548