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Optimal Investment Strategies and Intergenerational Risk Sha
Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a ... optimization problem Fund dynamics The pension fund dynamic can be described as{ dX (t) = pi(t)dS1(t)S1(t) ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management
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Quantitative Measures of Bond Liquidity
Quantitative Measures of Bond Liquidity Explains the method used to calculate Liquidity Cost ... & REWARDS | 31 The market PIM (Figure 5) is dynamic. We see large move- ments, in the expected direction ...- 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