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Optimal portfolio rules for an integrated stock bond portfolio
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700018
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2
How the financial managers' remuneration can affect the optimal portfolio composition
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717444
Saved in:
3
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717456
Saved in:
4
Investment strategies in incomplete markets : sufficient conditions for a closed form solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719343
Saved in:
5
How to manage inflation risk in an asset allocation problem : an algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719354
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6
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743681
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7
Optimal pension management under stochastic interest rates, wages, and inflation
Battocchio, Paolo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719335
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8
Optimal asset allocation for institutional investors
Menoncin, Francesco
-
2003
Persistent link: https://www.econbiz.de/10001895556
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9
Risk management and asset allocation with jump-diffusion exogenous risks : some algebraic approximated solutions
Menoncin, Francesco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10002994782
Saved in:
10
Risk management for an internationally diversified portfolio
Menoncin, Francesco
- In:
Economia internazionale
58
(
2005
)
1
,
pp. 9-41
Persistent link: https://www.econbiz.de/10002827308
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