Author:
Cairns Andrew J.G.,Blake David,Dowd Kevin
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference28 articles.
1. The ‘life cycle’ hypothesis of saving: aggregate implications and tests;Ando;American Economic Review,1963
2. Arbitrage in Theory in Continuous Time;Björk,1998
3. Simplifying portfolio insurance for corporate pension plans;Black;Journal of Portfolio Management,1988
4. Theory of constant proportion portfolio insurance;Black;Journal of Economic Dynamics and Control,1992
5. Pensionmetrics I: stochastic pension plan design and value at risk during the accumulation phase;Blake;Insurance: Mathematics and Economics,2001
Cited by
199 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献