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  • Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons”
    the parameters for the jump-diffusion models in Table 2 of their paper. This is helpful as the user does ... bond fund returns. Results and Observations Table 1. EQUITY ALLOCATION AS A FUNCTION OF THE FUNDED ...

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    • Authors: Mathieu Boudreault, Kailan Shang, David M Cantor
    • Date: Sep 2021
    • Competency: External Forces & Industry Knowledge
    • Topics: Actuarial Profession