1
-
2
of
2
results (0.39 seconds)
Sort By:
-
Multiple Objective Asset Allocation for Retirees Using Simulation
Multiple Objective Asset Allocation for Retirees Using Simulation The asset portfolios of retirees’ ... considering all the objectives together. A more direct method is needed to make sure all ob‑ jectives ...- Authors: Kailan Shang, Lingyan Jiang
- Date: Sep 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Finance & Investments>Asset allocation
-
Wavelet-Based Equity VaR Estimation
Wavelet-Based Equity VaR Estimation Wavelet models are used to analyze risk by time and frequency ... volatility, the ARMA-GARCH model reflects only the direct impact of returns and volatilities in the past ...- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM