ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Optimal Dynamic Longevity Hedge with Basis Risk
SSRN Electronic Journal
◽
10.2139/ssrn.3638370
◽
2020
◽
Author(s):
Chengguo Weng
◽
Ken Seng Tan
◽
Jingong Zhang
Keyword(s):
Basis Risk
◽
Optimal Dynamic
Download Full-text
Related Documents
Cited By
References
Optimal dynamic longevity hedge with basis risk
European Journal of Operational Research
◽
10.1016/j.ejor.2021.05.055
◽
2021
◽
Author(s):
Ken Seng Tan
◽
Chengguo Weng
◽
Jinggong Zhang
Keyword(s):
Basis Risk
◽
Optimal Dynamic
Download Full-text
Optimal Dynamic Portfolio Strategy in Defined Contribution Pension Plans with Company Stock
SSRN Electronic Journal
◽
10.2139/ssrn.2127468
◽
2012
◽
Author(s):
Hui-Ju Tsai
◽
Yangru Wu
Keyword(s):
Pension Plans
◽
Defined Contribution
◽
Company Stock
◽
Portfolio Strategy
◽
Dynamic Portfolio
◽
Optimal Dynamic
Download Full-text
Optimal Dynamic Production and Sales Plans for Innovations in the Presence of Scarcity Effects
SSRN Electronic Journal
◽
10.2139/ssrn.2142390
◽
2008
◽
Author(s):
Rahul Patil
◽
Janat Shah
Keyword(s):
Optimal Dynamic
◽
Dynamic Production
Download Full-text
Optimal Dynamic Contracting
SSRN Electronic Journal
◽
10.2139/ssrn.2172414
◽
2012
◽
Cited By ~ 6
Author(s):
Marco Battaglini
◽
Rohit Lamba
Keyword(s):
Dynamic Contracting
◽
Optimal Dynamic
Download Full-text
Optimal Dynamic Momentum Strategies
SSRN Electronic Journal
◽
10.2139/ssrn.2746561
◽
2017
◽
Cited By ~ 4
Author(s):
Kai Li
◽
Jun Liu
Keyword(s):
Momentum Strategies
◽
Optimal Dynamic
Download Full-text
Local Hedging of Variable Annuities in the Presence of Basis Risk
SSRN Electronic Journal
◽
10.2139/ssrn.2997118
◽
2017
◽
Author(s):
Denis-Alexandre Trottier
◽
Frrddric Godin
◽
Emmanuel Hamel
Keyword(s):
Variable Annuities
◽
Basis Risk
Download Full-text
Hedging of Variable Annuities under Basis Risk
SSRN Electronic Journal
◽
10.2139/ssrn.3478538
◽
2019
◽
Author(s):
Jan Bauer
Keyword(s):
Variable Annuities
◽
Basis Risk
Download Full-text
Basis Risk in Variable Annuities
SSRN Electronic Journal
◽
10.2139/ssrn.3531307
◽
2020
◽
Author(s):
Wenchu Li
◽
Thorsten Moenig
◽
Maciej Augustyniak
Keyword(s):
Variable Annuities
◽
Basis Risk
Download Full-text
Optimal Dynamic Allocation: Simplicity through Information Design
SSRN Electronic Journal
◽
10.2139/ssrn.3610386
◽
2020
◽
Cited By ~ 1
Author(s):
Itai Ashlagi
◽
Faidra Monachou
◽
Afshin Nikzad
Keyword(s):
Information Design
◽
Dynamic Allocation
◽
Optimal Dynamic
Download Full-text
Duration and the Measurement of Basis Risk
The Journal of Business
◽
10.1086/296033
◽
1979
◽
Vol 52
(1)
◽
pp. 51
◽
Cited By ~ 129
Author(s):
John C. Cox
◽
Jonathan E. Ingersoll, Jr.
◽
Stephen A. Ross
Keyword(s):
Basis Risk
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close