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Causes of defined benefit pension scheme funding ratio volatility and adverage contribution rates

Butt, Adam - In: Annals of actuarial science : publ. by the Institute of … 6 (2012) 1, pp. 76-102

Persistent link: https://www.econbiz.de/10009488927

Causes of Defined Benefit Pension Scheme Funding Ratio Volatility and Average Contribution Rates

Butt, Adam - 2013

Simulations of a model pension scheme are run with stochastic economic and demographic factors, with an aim to investigate the impact of these factors on movements in funding ratio and average contribution rates. These impacts are analyzed by running regressions of movements in funding ratio and...

Persistent link: https://www.econbiz.de/10013089039

Volatility in returns from trading

Heaney, Richard A.; Foster, F. Douglas; Gregor, Shirley; … - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10003496706

Can speculative trading explain the volume-volatility relation?

Foster, F. Douglas - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 379-396

Persistent link: https://www.econbiz.de/10001190310

Can investing in volatility help meet your portfolio objectives?

Warren, Geoff - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 82-98

Persistent link: https://www.econbiz.de/10009669814

Return dispersion and fund performance : Australia - the land of opportunity?

Cao, Ying; Reibnitz, Anna H. von; Warren, Geoff - In: Pacific-Basin finance journal 60 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012232673

Financialization, crisis and commodity correlation dynamics

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Persistent link: https://www.econbiz.de/10008662204

Valuing volatility spillovers

Milunovich, George; Thorp, Susan - In: Global finance journal 17 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003381764

Symmetric versus asymmetric conditional covariance forecasts : does it pay to switch?

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Hedge fund excess returns under time-varying beta

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Persistent link: https://www.econbiz.de/10008659436