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Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien - In: Insurance / Mathematics & economics 71 (2016), pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
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Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai - 1999
Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...
Persistent link: https://www.econbiz.de/10011401952
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - In: The quarterly journal of economics 133 (2018) 1, pp. 71-127
Persistent link: https://www.econbiz.de/10012036812
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A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 26 (2017) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
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Effective duration of callable corporate bonds : theory and evidence
Sarkar, Sudipto; Hong, Gwangheon - In: Journal of banking & finance 28 (2004) 3, pp. 499-521
Persistent link: https://www.econbiz.de/10001911032
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Life insurance and annuity demand under hyperbolic discounting
Tang, Siqi; Purcal, T. Sachi; Zhang, Jinhui - In: Risks : open access journal 6 (2018) 2, pp. 1-10
In this paper, we analyse and construct a lifetime utility maximisation model with hyperbolic discounting. Within the model, a number of assumptions are made: complete markets, actuarially fair life insurance/annuity is available, and investors have time-dependent preferences. Time dependent...
Persistent link: https://www.econbiz.de/10011866415
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Annuity to azzubeydi
McDannald, A. H. (contributor) - 1947
Persistent link: https://www.econbiz.de/10000507122