Showing 1 - 10 of 6,938
Persistent link: https://www.econbiz.de/10011419781
Persistent link: https://www.econbiz.de/10010415319
Persistent link: https://www.econbiz.de/10011411961
"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are required to capture the joint distribution of stock and...
Persistent link: https://www.econbiz.de/10002917579
and bond investments during accumulation of pension savings. The model has been proposed and analyzed by the authors. We … of saving, the level of savings and the short rate. We furthermore summarize the results of testing the model on the …
Persistent link: https://www.econbiz.de/10013133329
, as well as influencing individual savings behaviour, risk-taking, and long-term funding of institutional obligations such …
Persistent link: https://www.econbiz.de/10013071855
Persistent link: https://www.econbiz.de/10012672062
Persistent link: https://www.econbiz.de/10012585022
Persistent link: https://www.econbiz.de/10012303063
Persistent link: https://www.econbiz.de/10011708624