Optimal investment strategies with investor liabilities
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 16 (1992)
Issue (Month): 5 (September)
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Web page: http://www.elsevier.com/locate/jbf
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- Loriana Pelizzon & Guglielmo Weber, 2007.
"Efficient Portfolios when Housing Needs Change over the Life-Cycle,"
"Marco Fanno" Working Papers
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- Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
- Loriana Pelizzon & Guglielmo Weber, 2007. "Efficient Portfolios when Housing Needs Change over the Life-Cycle," Working Papers 2007_31, Department of Economics, University of Venice "Ca' Foscari".
- David Chaundy, 1999. "Can Domestic Liabilities Explain the Home Bias in UK Investment Portfolios?," ESRC Centre for Business Research - Working Papers wp116, ESRC Centre for Business Research.
- Plantinga, Auke, 2007. "Performance Measurement And Evaluation," MPRA Paper 5048, University Library of Munich, Germany.
- Berry-Stölzle, Thomas R., 2008. "The impact of illiquidity on the asset management of insurance companies," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 1-14, August.
- Elton, Edwin J. & Gruber, Martin J., 1997. "Modern portfolio theory, 1950 to date," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1743-1759, December.
- Cocozza, Rosa & Di Lorenzo, Emilia, 2007. "A Dynamic Solvency Approach for Life Insurance," MPRA Paper 28015, University Library of Munich, Germany.
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