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| 1. | On the economic risk capital of portfolio insurance
Publishing author: HÜRLIMANN Werner
Co-author(s):
Working paper (2002 - Winterthur Life and Pensions) - English
Online since 2002.11.03 at 13:08:50 -
163 download(s) - 0
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Abstract | Download (.pdf - 485 KB) - Zip version (316 KB) |
| | 2. | Efficient asset liability portfolios using mean-ERC and mean-variance analysis
Publishing author: HÜRLIMANN Werner
Co-author(s):
Working paper (2001 - Winterthur Life and Pensions) - English
Online since 2002.11.03 at 10:33:16 -
225 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 104 KB) - Zip version (90 KB) |
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