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FEATURE ARTICLES - Optimal Asset Allocation Towards The End of the Life Cycle: To Annuitize or Not to Annuitize ?
Milevsky, Moshe Arye - In: The journal of risk and insurance : the journal of the … 65 (1998) 3, pp. 401-426
Persistent link: https://www.econbiz.de/10007346221
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A CLOSED-FORM APPROXIMATION FOR VALUING BASKET OPTIONS
Milevsky, Moshe Arye; Posner, Steven E. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 54-61
Persistent link: https://www.econbiz.de/10007355700
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RETIRE RICHER WITH TIAA-CREF
Soldofsky, Robert M.; Milevsky, Moshe Arye - In: The journal of risk and insurance : the journal of the … 65 (1998) 1, pp. 169
Persistent link: https://www.econbiz.de/10007356423
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FEATURE ARTICLES - Mortality Swaps and Tax Arbitrage in the Canadian Insurance and Annuity Markets
Charupat, Narat; Milevsky, Moshe Arye - In: The journal of risk and insurance : the journal of the … 68 (2001) 2, pp. 277-302
Persistent link: https://www.econbiz.de/10006179541
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FEATURE ARTICLES - The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
Milevsky, Moshe Arye; Posner, Steven E. - In: The journal of risk and insurance : the journal of the … 68 (2001) 1, pp. 93-128
Persistent link: https://www.econbiz.de/10006180139
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Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution
Milevsky, Moshe Arye; Posner, Steven E. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 409-422
Persistent link: https://www.econbiz.de/10006700423
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Martingales, scale functions and stochastic life annuities: a note
Milevsky, Moshe Arye - In: Insurance / Mathematics & economics 24 (1999) 1-2, pp. 149
Persistent link: https://www.econbiz.de/10006914413
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A theoretical investigation of randomized asset allocation strategies
Milevsky, Moshe Arye; Posner, Steven E. - In: Applied mathematical finance 5 (1998) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10008218761
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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine
Milevsky, Moshe Arye; Prisman, Eliezer Z. - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 147
Persistent link: https://www.econbiz.de/10007686106
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Tax effects in Canadian equity option markets
Milevsky, Moshe Arye; Prisman, Eliezer Z. - In: Multinational finance journal : MF ; quarterly … 1 (1997) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10009879192