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Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng, (2023)
Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David, (2013)
Blake, David, (2011)
Interest curves as baskets of rates
Vandenbroucke, Jürgen, (2006)
For better or for worse
Vandenbroucke, Jürgen, (2008)
The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen, (2017)