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Optimizing the Aging, Retirement, and Pensions Dilemma
0 references·3 citing·13 second hop
Optimizing the Aging, Retirement, and Pensions Dilemma (2010)Optimizing the Aging, Retirement, and Pen…Individual optimal pension allocation under stochastic dominance constraints (2016)Individual optimal pension al…When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model (2014)When to Sell Apple and the Na…The Cost of Counterparty Risk and Collateralization in Longevity Swaps (2012)The Cost of Counterparty Risk…Modeling and Forecasting U. S. Mortality (1992)Monte Carlo Methods in Financial Engineering (2003)Credit Risk: Modeling, Valuation and Hedging (2004)The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing (2017)Prospect Theory: An Analysis of Decision under Risk (1979)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system (2020)Valuation Ratios and the Long-Run Stock Market Outlook (1998)Irrational Exuberance (2000)Statistics of Random Processes (2001)Bubble detection and sector trading in real time (2018)Forecasting Stock Market Crashes via Machine Learning (2022)
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  • 2016Individual optimal pension allocation under stochastic dominance constraints47 cited
  • 2014When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model29 cited
  • 2012The Cost of Counterparty Risk and Collateralization in Longevity Swaps22 cited

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