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ArticleFinancial planning and risk-return profiles

Stefan Graf2012

Article2012

Financial planning and risk-return profiles

Stefan Graf · Jochen Ruß

15 citations·0/0 files stored·European Actuarial Journal

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Financial Literacy, Pension, Retirement Analysis Insurance and Financial Risk Management Stochastic processes and financial applications

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References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1985A Theory of the Term Structure of Interest Rates 2003Monte Carlo Methods in Financial Engineering 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer 1999Option valuation using the fast Fourier transform 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices 1992Theory of constant proportion portfolio insurance 2005Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans

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Year2012

Typearticle

Published2012-06-13

VenueEuropean Actuarial Journal

ISSN-L2190-9733

Languageen

Citations15

Files0 public / 0

ShelfFinancial Literacy, Pension, Retirement Analysis

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doi10.1007/s13385-012-0049-1

openalex_workW2013504881

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