Stochastic investment model

Results: 56



#Item
1Economics / Macroeconomics / New Keynesian economics / New classical macroeconomics / Market / Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Aggregate demand / Microeconomics / Nominal rigidity / Perfect competition

Lumpy investment in sticky information general equilibrium

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Source URL: www.suomenpankki.fi

Language: English - Date: 2013-08-15 04:31:43
2Finance / Money / Economy / Mathematical finance / Financial economics / Financial risk / Investment / Actuarial science / Modern portfolio theory / Portfolio optimization / Leverage / Marginal conditional stochastic dominance

INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General

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Source URL: www.jlem.com

Language: English - Date: 2014-03-18 11:41:06
3Finance / Stock market / Mathematical finance / Stochastic processes / Order / Hurst exponent / Volatility / Futures contract / Speculation / Financial economics / Investment / Financial markets

Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov

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Source URL: www.cmth.bnl.gov

Language: English - Date: 2010-11-01 15:42:14
4Mathematical finance / Socioeconomics / Personal finance / Precautionary savings / Pareto distribution / Stochastic process / Incomplete markets / Wealth / Economic model / Statistics / Economics / Macroeconomics

The Wealth Distribution in Bewley Models with Investment Risk Jess Benhabib New York University Alberto Bisin

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Source URL: www.econ.nyu.edu

Language: English - Date: 2014-07-23 10:09:47
5Investment / Heston model / Stochastic volatility / Black–Scholes / Volatility / Option / Mathematical finance / Financial economics / Finance

Calibrating to Market Data … Getting the Model into Shape - Tutorial on Reconfigurable Architectures in Finance

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Source URL: lis.ei.tum.de

Language: English - Date: 2014-09-04 05:08:50
6Pension / Financial services / Investment / Population / Employment compensation / Defined benefit pension plan / PAYGO / Social Security / Economic model / Economics / Statistics / Financial economics

Notional Defined Contribution Pension Systems in a Stochastic Context: Design and Stability Alan J. Auerbach University of California, Berkeley and NBER and Ronald Lee

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Source URL: eml.berkeley.edu

Language: English - Date: 2006-12-21 14:18:42
7Mathematical sciences / Actuary / Actuaries Institute / Institute of Actuaries / Stochastic modelling / Economic model / Faculty of Actuaries / Actuarial science / Insurance / Statistics

The Honours subjectsand 411 Actuarial Practice and Control I and II aim to bring actuarial students in touch with the actual problems faced by actuaries in insurance, superannuation and investment. These subject

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2012-10-18 00:18:33
8Actuarial science / Financial institutions / Institutional investors / Annuity / Bootstrapping / Economic model / Insurance / FORECAST / Life annuity / Financial economics / Statistics / Investment

SYNOPSIS A "SIMPLE" STOCHASTIC MODEL FOR LONGEVITY RISK REVISITED THROUGH BOOTSTRAP Xu Shi, Bridget Browne Key words: Stochastic Mortality Modelling; Annuities; Longevity Risk; Bootstrap Purpose of your paper: We intend

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Source URL: www.actuaries.asn.au

Language: English - Date: 2014-11-30 03:02:24
9Economics / Finance / Insurance / Personal finance / Asset allocation / Financial adviser / Actuary / Retirement planning / Stochastic investment model / Financial economics / Investment / Actuarial science

SYNOPSIS A STOCHASTIC APPROACH TO RETIREMENT INCOME PLANNING John De Ravin Key words: Stochastic asset models, risk profile questionnaire, financial planning, retirement income. Purpose of your paper: An actuarial approa

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Source URL: www.actuaries.asn.au

Language: English - Date: 2014-11-30 04:55:00
10Investment / Volatility / Implied volatility / Stochastic volatility / Black–Scholes / VIX / Heston model / Realized variance / Futures contract / Mathematical finance / Financial economics / Finance

Global contagion of volatilities and volatility risk premiums

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Source URL: www.bis.org

Language: English - Date: 2010-06-03 01:57:00
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