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Accounting noise and the pricing of CoCos

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Sovereign debt and bank fragility in Spain

Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Review of world economics 153 (2017) 3, pp. 511-543

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Real options in practice : valuing connected gas fields in the North Sea

Wijnbergen, Sweder van; Zhao, Lin - In: The journal of derivatives : the official publication … 23 (2016) 4, pp. 54-73

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Redistributive consequences of abolishing uniform contribution policies in pension funds

Chen, Damiaan H. J.; Wijnbergen, Sweder van - 2017 - This version: November 24, 2017

In a pension system with uniform policies for contribution and accrual, each participant has the same contribution rate and accrual rate independent of the age at the time of payment. This is not actuarially fair because the investment horizon of young participants is longer than the investment...

Persistent link: https://www.econbiz.de/10011772932