The Russell-Yasuda Kasai, InnoALM and related models for pensions, insurance companies and high net worth individuals-Reference-Cited by-同舟云学术

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The Russell-Yasuda Kasai, InnoALM and related models for pensions, insurance companies and high net worth individuals

Published:2008 Issue: Volume: Page:861-962
ISSN:
Container-title:Handbook of Asset and Liability Management
language:
Short-container-title:

Author:

Ziemba William T.

Publisher

Elsevier

Reference155 articles.

1. On generating scenarios for bond protfolios;Abaffy;Bulletin of the Czech Economic Society,2000

2. Some evidence on the efficiency of a speculative market;Ali;Econometrica,1979

3. Coherent measures of risk;Artzner;Mathematical Finance,1999

4. Investing for the long run when returns are predictable;Barberis;Journal of Finance,2000

5. The predictive ability of the bond stock earnings yield differential;Berge;Journal of Protfolio Management,2007

Cited by 4 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

1. Multistage stochastic dominance: an application to pension fund management;Annals of Operations Research;2023-11-10

2. Optimal chance-constrained pension fund management through dynamic stochastic control;OR Spectrum;2022-03-24

3. Tracking error with minimum guarantee constraints;Mathematical and Statistical Methods for Actuarial Sciences and Finance;2010

4. Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate;SSRN Electronic Journal;2005

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