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~person:"Blake, David"
~subject:"Betriebsertrag"
~subject:"Finanzmarkt"
~subject:"Kapitalanlage"
~type_genre:"Working Paper"
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Blake, David
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Discussion paper / The Pensions Institute, Cass Business School, City University
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ECONIS (ZBW)
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Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility
Blake, David
(
contributor
);
Wright, Douglas
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003740993
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2
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537381
Saved in:
3
Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537388
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4
The distribution of future annuity prices under interest-rate and longevity risks
Dowd, Kevin
(
contributor
);
Blake, David
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003746920
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5
Securitizing and tranching longevity exposures
Biffis, Enrico
(
contributor
);
Blake, David
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003746924
Saved in:
6
Mortality-linked securities and derivatives
Biffis, Enrico
;
Blake, David
-
2009
Persistent link: https://www.econbiz.de/10003803147
Saved in:
7
Financial sophistication and pension plan decisions
Byrne, Alistair
;
Blake, David
;
Mannion, Graham
-
2009
Persistent link: https://www.econbiz.de/10003803154
Saved in:
8
Longevity : a new asset class
Blake, David
-
2018
Persistent link: https://www.econbiz.de/10011912099
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