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Evaluating the impact of risk based funding requirements on pension funds
Peek, Jordy (contributor); Reuß, Andreas (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003706951
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Time-varying integration, the euro and international diversification strategies
Baele, Lieven - 2008
Persistent link: https://www.econbiz.de/10013445867
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
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Actifs financiers et théorie de la consommation
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000952886
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Managing investment risk in defined benefit pension funds
Franzen, Dorothee - 2010
Persistent link: https://www.econbiz.de/10003993443
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The effect of solvency regulations and accounting standards on long-term investing : implications for insurers and pension funds
Severinson, Clara; Yermo, Juan - 2012
mainly on the impact of risk-based solvency requirements, identifying instances where such regulations may have driven … market downturns. The report concludes with a note of caution regarding the application of strict fair value and risk …
Persistent link: https://www.econbiz.de/10009684014
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A stability result for the HARA class with stochastic interest rates
Grasselli, M. - 2000
Persistent link: https://www.econbiz.de/10001491371
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence; Jouini, Elyès - 1995
Persistent link: https://www.econbiz.de/10000926245
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A dynamic model of the liquidity premium
Koehl, Pierre-François - 1995
Persistent link: https://www.econbiz.de/10000927787