Pages that link to "Item:Q2241134"
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The following pages link to A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134):
Displaying 6 items.
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Asymptotic shareholder unanimity with exogenous noise (Q674246) (← links)
- The design and performance of sharing rules for a partnership in continuous time (Q1915702) (← links)
- Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
- Actuarial fairness and social welfare in mixed-cohort tontines (Q6171956) (← links)
- Optimal VIX-linked structure for the target benefit pension plan (Q6494323) (← links)