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The Shadow Costs of Illiquidity
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 57 / Issue 7 / November 2022
- Published online by Cambridge University Press:
- 29 April 2022, pp. 2693-2723
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- November 2022
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Pension fund's illiquid assets allocation under liquidity and capital requirements
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- Journal:
- Journal of Pension Economics & Finance / Volume 20 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 07 January 2020, pp. 102-124
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Systematic longevity risk: to bear or to insure?
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- Journal:
- Journal of Pension Economics & Finance / Volume 19 / Issue 3 / July 2020
- Published online by Cambridge University Press:
- 25 November 2019, pp. 409-441
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THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 31 October 2019, pp. 131-154
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- January 2020
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The Impact of Overnight Periods on Option Pricing
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 42 / Issue 2 / June 2007
- Published online by Cambridge University Press:
- 06 April 2009, pp. 517-533
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- June 2007
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