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Issues in strategic asset allocation
Winkelmann, Kurt - In: Modern investment management : an equilibrium approach, (pp. 104-109). 2003
Persistent link: https://www.econbiz.de/10002112034
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On optimal allocation of risk vectors
Kiesel, Swen; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
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The power of dynamic asset allocation
Cardinale, Mirko; Navone, Marco; Pioch, Andrzej - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 47-60
Persistent link: https://www.econbiz.de/10010365504
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A risk allocation approach to optimal exchange rate policy
Mundaca, B. Gabriela; Strand, Jon - 2004
We derive the optimal exchange rate policy for a small open economy subject to terms-of-trade shocks. Firm owners and workers are risk averse but workers more so. Wages are given or partially indexed in the short run, and capital markets are imperfect. The government sets the exchange rate to...
Persistent link: https://www.econbiz.de/10002533289
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Factor approach to fixed income allocation
Thiagarajan, Ramu; Peebles, Douglas J.; Dorji, Sonam Leki; … - In: The journal of investing 25 (2016) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10011687455
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 2000
Persistent link: https://www.econbiz.de/10001465721
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928
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Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - In: Risk aspects of investment-based social security reform, (pp. 11-32). 2001
Persistent link: https://www.econbiz.de/10001567815
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Capital allocation with CreditRisk+
Tasche, Dirk - In: CreditRisk+ in the banking industry, (pp. 25-43). 2004
Persistent link: https://www.econbiz.de/10002108692