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  • Quantitative Measures of Bond Liquidity
    Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost Score and Price Impact Score ... Score. Describes the rationale for and applications of these methods. corporate bonds;fixed income;incorporate ...

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    • Authors: Vadim Konstantinovsky
    • Date: Aug 2016
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
  • Optimal Investment Strategies and Intergenerational Risk Sha
    Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a stochastic model ... target benefit pension fund in continuous time. risk;pension plans;benefits;investment;stochastic 6442482011 ...

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    • Authors: Barbara Sanders, Suxin Wang, Yi Lu
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management