Narrow search
Showing 1 - 6 of 6
Cover Image
Structured products for pension funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776992
Cover Image
Designing minimum guaranteed return funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - 2004
Persistent link: https://www.econbiz.de/10002742367
Cover Image
Designing minimum guaranteed return funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Quantitative fund management, (pp. 223-243). 2009
Persistent link: https://www.econbiz.de/10003796958
Cover Image
DC pension fund benchmarking with fixed-mix portfolio optimization
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Quantitative fund management, (pp. 247-258). 2009
Persistent link: https://www.econbiz.de/10003796960
Cover Image
Stuctured products for pension funds
Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Dynamic stochastic optimization : [this volume includes …, (pp. 115-130). 2004
Persistent link: https://www.econbiz.de/10003487978
Cover Image
Designing minimum guaranteed return funds
Dempster, M. A. H.; Germano, M.; Medova, E. A.; … - In: Quantitative Finance 7 (2007) 2, pp. 245-256
In recent years there has been a significant growth of investment products aimed at attracting investors who are worried about the downside potential of the financial markets. This paper introduces a dynamic stochastic optimization model for the design of such products. The pricing of minimum...
Persistent link: https://www.econbiz.de/10005495757