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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 - In: Journal of economic dynamics & control 38 (2014), pp. 105-124
Persistent link: https://www.econbiz.de/10010387853
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209
Persistent link: https://www.econbiz.de/10009703603
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Asset allocation dynamics and pension fund performance
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - In: The journal of business : B 72 (1999) 4, pp. 429-461
Persistent link: https://www.econbiz.de/10001420894
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Securitizing and tranching longevity exposures
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003953340