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isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~person:"Ma, Qing-Ping"
~person:"Sherris, Michael"
~person:"Wright, Douglas"
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Altersvorsorge
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Retirement provision
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Ma, Qing-Ping
Sherris, Michael
Wright, Douglas
Blake, David
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Cairns, Andrew
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Dowd, Kevin
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Byrne, Alistair
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Chybalski, Filip
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Discussion paper / The Pensions Institute, Cass Business School, City University
UNSW Australian School of Business Research Paper
8
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
2
Risks : open access journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Actuarial studies and demography research papers
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Astin bulletin : the journal of the International Actuarial Association
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Demography and financial markets : proceedings of a conference held in Sydney on 23 - 25 July 2006
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Netspar Discussion Paper
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Pension Institute Discussion Paper
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Pensions Institute, Discussion Paper PI-1111
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537381
Saved in:
2
Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners
Blake, David
;
Wright, Douglas
;
Zhang, Yumeng
-
2011
Persistent link: https://www.econbiz.de/10009537388
Saved in:
3
Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility
Blake, David
(
contributor
);
Wright, Douglas
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003740993
Saved in:
4
Optimal pension asset allocation strategy for defined-contribution plans with exponential utility
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741006
Saved in:
5
Optimal asset allocation strategy for defined-contribution pension plans with power utility
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741029
Saved in:
6
Securitization, structuring and pricing of longevity risk
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741032
Saved in:
7
Integrating financial and demographic longevity risk models : an Australian model for financial applications/ Samuel Wills and Michael Sherris
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741036
Saved in:
8
Inter-temporal optimization and deterministic lifestyle strategy in managing defined-contribution pension plans
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741040
Saved in:
9
Sub-optimality of threshold and constant proportion portfolio insurance strategies in defined contribution pension plans
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741042
Saved in:
10
Optimal pension asset allocation strategy when terminal utility is a function of replacement ratio
Ma, Qing-Ping
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741045
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