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Designing Minimum Guaranteed Return Funds

M. A. H. Dempster · Matteo Germano · Elena A. Medova · Muriel I. Rietbergen · Francesco Sandrini · M. Scrowston

32 citations0/0 files storedInternational series in management science/operations research/International series in operations research & management science

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

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1952PORTFOLIO SELECTION*1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1987Parsimonious Modeling of Yield Curves 1997Estimating continuous-time stochastic volatility models of the short-term interest rate 1998Worldwide asset and liability modeling

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2014Absolute return portfolios 2008Quantitative Fund Management 2011Asset and Liability Management Handbook 2011Planning for Retirement: Asset Liability Management for Individuals

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