17
H index
30
i10 index
1001
Citations
David Blake : Citation Profile
City University | RESEARCH PRODUCTION: 70 Articles 43 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1981 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with David Blake. | Is cited by:
| Cites to:
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Main data
Where David Blake has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 16 |
| Working Papers / Geary Institute, University College Dublin | 2 |
Recent works citing David Blake (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2017-13. Full description at Econpapers || Download paper | |
| 2016 | Shortfall Deviation Risk: An alternative to risk measurement. (2016). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio . In: Papers. RePEc:arx:papers:1501.02007. Full description at Econpapers || Download paper | |
| 2016 | New class of distortion risk measures and their tail asymptotics with emphasis on VaR. (2016). Yin, Chuancun . In: Papers. RePEc:arx:papers:1503.08586. Full description at Econpapers || Download paper | |
| 2017 | Actuarial Applications and Estimation of Extended~CreditRisk$^+$. (2017). Hirz, Jonas ; Shevchenko, Pavel V. ; Schmock, Uwe . In: Papers. RePEc:arx:papers:1505.04757. Full description at Econpapers || Download paper | |
| 2016 | Polynomial Diffusion Models for Life Insurance Liabilities. (2016). Biagini, Francesca ; Zhang, Yinglin . In: Papers. RePEc:arx:papers:1602.07910. Full description at Econpapers || Download paper | |
| 2016 | A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting. (2016). Shevchenko, Pavel V ; Peters, Gareth W ; Fung, Man Chung . In: Papers. RePEc:arx:papers:1605.09484. Full description at Econpapers || Download paper | |
| 2016 | Optimal Consumption, Investment and Housing with Means-tested Public Pension in Retirement. (2016). Shevchenko, Pavel V ; Andreasson, Johan G ; Novikov, Alex . In: Papers. RePEc:arx:papers:1606.08984. Full description at Econpapers || Download paper | |
| 2016 | Model-Independent Price Bounds for Catastrophic Mortality Bonds. (2016). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Papers. RePEc:arx:papers:1607.07108. Full description at Econpapers || Download paper | |
| 2016 | The 2015-2017 policy changes to the means-tests of Australian Age Pension: implication to decisions in retirement. (2016). Shevchenko, Pavel V ; Andreasson, Johan G. In: Papers. RePEc:arx:papers:1611.08330. Full description at Econpapers || Download paper | |
| 2017 | Cohort effects in mortality modelling: a Bayesian state-space approach. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1703.08282. Full description at Econpapers || Download paper | |
| 2016 | Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61. Full description at Econpapers || Download paper | |
| 2017 | Longevity Risk-Sharing Annuities: Partial Indexation in Mortality Experience. (2017). Saisai, Zhang ; Johnny, LI. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:11:y:2017:i:1:p:30:n:5. Full description at Econpapers || Download paper | |
| 2017 | Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896. Full description at Econpapers || Download paper | |
| 2016 | Does selection of mortality model make a difference in projecting population ageing?. (2016). Scherbov, Sergei ; Ediev, Dalkhat . In: Demographic Research. RePEc:dem:demres:v:34:y:2016:i:2. Full description at Econpapers || Download paper | |
| 2016 | Pension funds herding. (2016). Broeders, Dirk ; Schudel, Willem ; Minderhoud, Peter ; Chen, Damiaan . In: DNB Working Papers. RePEc:dnb:dnbwpp:503. Full description at Econpapers || Download paper | |
| 2017 | Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561. Full description at Econpapers || Download paper | |
| 2016 | Organizational and epistemic change: The growth of the art investment field. (2016). Coslor, Erica ; Spaenjers, Christophe . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:55:y:2016:i:c:p:48-62. Full description at Econpapers || Download paper | |
| 2017 | A quantitative comparison of stochastic mortality models on Italian population data. (2017). Carfora, M F ; Orlando, A ; Cutillo, L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:198-214. Full description at Econpapers || Download paper | |
| 2016 | Retirement planning in the light of changing demographics. (2016). Wang, Hong ; O'Hare, Colin ; Koo, Bonsoo . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:749-763. Full description at Econpapers || Download paper | |
| 2016 | On the robustness of persistence in mutual fund performance. (2016). Matallin-Saez, Juan Carlos ; Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:192-231. Full description at Econpapers || Download paper | |
| 2016 | The commitment value of funding pensions. (2016). Garon, Jean-Denis . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:11-14. Full description at Econpapers || Download paper | |
| 2017 | Evaluating the size of the bootstrap method for fund performance evaluation. (2017). Cheng, Tingting ; Yan, Cheng . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:36-41. Full description at Econpapers || Download paper | |
| 2016 | Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator. (2016). Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:3:p:955-965. Full description at Econpapers || Download paper | |
| 2016 | Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization. (2016). Lejeune, Miguel ; Shen, Siqian . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:2:p:522-539. Full description at Econpapers || Download paper | |
| 2016 | Time is money: Costing the impact of duration misperception in market prices. (2016). Sung, Ming-Chien ; McGroarty, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:397-410. Full description at Econpapers || Download paper | |
| 2017 | Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154. Full description at Econpapers || Download paper | |
| 2016 | Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation. (2016). Paya, Ivan ; Wang, Peng . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:221-235. Full description at Econpapers || Download paper | |
| 2016 | UK equity mutual fund alphas make a comeback. (2016). Mateus, Irina B ; Todorovic, Natasa . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:98-110. Full description at Econpapers || Download paper | |
| 2017 | The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97. Full description at Econpapers || Download paper | |
| 2016 | A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:103-111. Full description at Econpapers || Download paper | |
| 2017 | The effects of age pension on retirement drawdown choices. (2017). Wiafe, Osei K ; Chen, John ; Basu, Anup K. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:81-87. Full description at Econpapers || Download paper | |
| 2016 | Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. (2016). Lin, Tzuling ; Tsai, Cary Chi-Liang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:44-58. Full description at Econpapers || Download paper | |
| 2016 | Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump–diffusion model. (2016). Sun, Jingyun ; Zeng, Yan ; Li, Zhongfei . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:67:y:2016:i:c:p:158-172. Full description at Econpapers || Download paper | |
| 2016 | Semi-parametric accelerated hazard relational models with applications to mortality projections. (2016). Denuit, Michel ; Cadena, Meitner . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:1-16. Full description at Econpapers || Download paper | |
| 2016 | Bayesian approaches for analyzing earthquake catastrophic risk. (2016). Li, Yunxian ; Tang, Niansheng ; Jiang, Xuejun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:110-119. Full description at Econpapers || Download paper | |
| 2016 | A comparison of two legislative approaches to the pay-as-you-go pension system in terms of adequacy. The Italian case. (2016). Arezzo, Maria Felice ; Varga, Zoltan ; Attias, Anna ; Pianese, Augusto . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:203-211. Full description at Econpapers || Download paper | |
| 2016 | Statistical emulators for pricing and hedging longevity risk products. (2016). Ludkovski, M ; Risk, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:45-60. Full description at Econpapers || Download paper | |
| 2016 | Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions. (2016). Loisel, Stéphane ; el Karoui, Nicole ; Bensusan, Harry ; Salhi, Yahia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:68:y:2016:i:c:p:61-72. Full description at Econpapers || Download paper | |
| 2016 | Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints. (2016). Liang, Zongxia ; Guan, Guohui . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:224-237. Full description at Econpapers || Download paper | |
| 2016 | Hedging pure endowments with mortality derivatives. (2016). Young, Virginia R ; Wang, Ting . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:238-255. Full description at Econpapers || Download paper | |
| 2016 | Valuing inflation-linked death benefits under a stochastic volatility framework. (2016). Sheng, Wenlong ; Liang, Zongxia . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:45-58. Full description at Econpapers || Download paper | |
| 2016 | A multivariate evolutionary credibility model for mortality improvement rates. (2016). Schinzinger, Edo ; Christiansen, Marcus C ; Denuit, Michel M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:70-81. Full description at Econpapers || Download paper | |
| 2016 | Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236. Full description at Econpapers || Download paper | |
| 2016 | Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality. (2016). Song, Andrew ; Ignatieva, Katja ; Ziveyi, Jonathan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:286-300. Full description at Econpapers || Download paper | |
| 2016 | It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk. (2016). Liu, Yanxin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:301-319. Full description at Econpapers || Download paper | |
| 2016 | Inference pitfalls in Lee–Carter model for forecasting mortality. (2016). Peng, Liang ; Leng, Xuan . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:58-65. Full description at Econpapers || Download paper | |
| 2016 | Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. (2016). Yao, Haixiang ; Li, Xun ; Chen, Ping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:103-113. Full description at Econpapers || Download paper | |
| 2016 | Polynomial diffusion models for life insurance liabilities. (2016). Biagini, Francesca ; Zhang, Yinglin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:114-129. Full description at Econpapers || Download paper | |
| 2016 | Coherent modeling of male and female mortality using Lee–Carter in a complex number framework. (2016). de Jong, Piet ; Xu, Jianhui ; Tickle, Leonie . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:130-137. Full description at Econpapers || Download paper | |
| 2016 | The role of the dependence between mortality and interest rates when pricing Guaranteed Annuity Options. (2016). Deelstra, Griselda ; van Weverberg, Christopher ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:205-219. Full description at Econpapers || Download paper | |
| 2016 | Accounting and actuarial smoothing of retirement payouts in participating life annuities. (2016). Mitchell, Olivia ; Siegelin, Ivonne ; Rogalla, Ralph ; Maurer, Raimond . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:268-283. Full description at Econpapers || Download paper | |
| 2016 | Demand for longevity securities under relative performance concerns: Stochastic differential games with cointegration. (2016). Kwok, Kai Yin ; Wong, Hoi Ying ; Chiu, Mei Choi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:353-366. Full description at Econpapers || Download paper | |
| 2016 | Longevity risk and retirement income tax efficiency: A location spending rate puzzle. (2016). Huang, Huaxiong ; Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:50-62. Full description at Econpapers || Download paper | |
| 2017 | Existence of optimal consumption strategies in markets with longevity risk. (2017). de Kort, J ; Vellekoop, M H. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:107-121. Full description at Econpapers || Download paper | |
| 2017 | Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. (2017). De Waegenaere, Anja ; Boonen, Tim J ; Norde, Henk . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:175-188. Full description at Econpapers || Download paper | |
| 2017 | Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (2017). Li, Danping ; Yi, BO ; Zhao, Hui ; Rong, Ximin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:6-20. Full description at Econpapers || Download paper | |
| 2017 | Measuring mortality heterogeneity with multi-state models and interval-censored data. (2017). Loisel, Stéphane ; el Karoui, Nicole ; Boumezoued, Alexandre . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:67-82. Full description at Econpapers || Download paper | |
| 2017 | On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. (2017). Ewald, Christian-Oliver ; Zhang, Aihua . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:105-115. Full description at Econpapers || Download paper | |
| 2017 | Intergenerational risk sharing in closing pension funds. (2017). Boonen, Tim J ; de Waegenaere, Anja . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:20-30. Full description at Econpapers || Download paper | |
| 2017 | Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64. Full description at Econpapers || Download paper | |
| 2016 | Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501. Full description at Econpapers || Download paper | |
| 2016 | A multilevel functional data method for forecasting population, with an application to the United Kingdom. (2016). Shang, Han Lin ; Bijak, Jakub ; PEter, ; Winiowski, Arkadiusz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:629-649. Full description at Econpapers || Download paper | |
| 2017 | Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52. Full description at Econpapers || Download paper | |
| 2017 | Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:535-562. Full description at Econpapers || Download paper | |
| 2016 | Scale economies in pension fund investments: A dissection of investment costs across asset classes. (2016). , Dirk ; Rijsbergen, David R ; van Oord, Arco . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:147-171. Full description at Econpapers || Download paper | |
| 2017 | The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162. Full description at Econpapers || Download paper | |
| 2016 | Cohort mortality risk or adverse selection in annuity markets?. (2016). Tonks, Ian ; Cannon, Edmund. In: Journal of Public Economics. RePEc:eee:pubeco:v:141:y:2016:i:c:p:68-81. Full description at Econpapers || Download paper | |
| 2016 | Mitigating wind exposure with zero-cost collar insurance. (2016). Gomes, Leonardo ; Brando, Luiz ; Vasconcelos, Gabriel ; Fernandes, Glaucia . In: Renewable Energy. RePEc:eee:renene:v:99:y:2016:i:c:p:336-346. Full description at Econpapers || Download paper | |
| 2016 | Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada. (2016). Clare, Andrew ; Thomas, Steve ; Sherman, Meadhbh Brid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:212-221. Full description at Econpapers || Download paper | |
| 2017 | The impact of the Arab Spring and the Ebola outbreak on African equity mutual fund investor decisions. (2017). Del Giudice, Alfonso ; Paltrinieri, Andrea . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:600-612. Full description at Econpapers || Download paper | |
| 2016 | Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities. (2016). Spreeuw, Jaap ; luciano, elisa ; Vigna, Elena . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:16-:d:70862. Full description at Econpapers || Download paper | |
| 2016 | An Optimal Turkish Private Pension Plan with a Guarantee Feature. (2016). Acanogilu-Eki, Ayegl . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:19-:d:72852. Full description at Econpapers || Download paper | |
| 2016 | Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models. (2016). Novokreshchenova, Anastasia . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:45-:d:84286. Full description at Econpapers || Download paper | |
| 2017 | Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105. Full description at Econpapers || Download paper | |
| 2016 | The Impact of Public Pension on Household Consumption: Evidence from China’s Survey Data. (2016). Chen, Taichang ; Zhao, Qing ; Li, Zhen . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:9:p:890-:d:77356. Full description at Econpapers || Download paper | |
| 2016 | Wealth-Income Ratios in a Small, Developing Economy: Sweden, 1810–2014. (2016). Waldenstrom, Daniel . In: Working Paper Series. RePEc:hhs:iuiwop:1134. Full description at Econpapers || Download paper | |
| 2016 | Expected and unexpected consequences of childbearing – a methodologically and politically important distinction that is overlooked. (2016). Kravdal, Oystein . In: Memorandum. RePEc:hhs:osloec:2016_005. Full description at Econpapers || Download paper | |
| 2016 | A continuous-time stochastic model for the mortality surface of multiple populations. (2016). Jevtic, Peter ; Regis, Luca . In: Working Papers. RePEc:ial:wpaper:03/2016. Full description at Econpapers || Download paper | |
| 2017 | The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data. (2017). Pammolli, Fabio ; Regis, Luca ; Frassi, Benedetta . In: Working Papers. RePEc:ial:wpaper:1/2017. Full description at Econpapers || Download paper | |
| 2016 | Accumulating approach to the life-cycle pension model: practical advantages. (2016). Kudryavtsev, Andrey ; Azoulay, Yaniv ; Shahrabani, Shosh . In: Financial Theory and Practice. RePEc:ipf:finteo:v:40:y:2016:i:4:p:413-436. Full description at Econpapers || Download paper | |
| 2016 | Who Wins? Evaluating the Impact of UK Public Sector Pension Scheme Reforms. (2016). Rosazza Bondibene, Chiara ; Dolton, Peter ; Danzer, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp9936. Full description at Econpapers || Download paper | |
| 2017 | Can investors benefit from the performance of alternative UCITS funds?. (2017). Busack, Michael ; Tille, Jan ; Drobetz, Wolfgang . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0283-7. Full description at Econpapers || Download paper | |
| 2017 | Jumping over a low hurdle: personal pension fund performance. (2017). Petraki, Anastasia ; Zalewska, Anna . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0546-9. Full description at Econpapers || Download paper | |
| 2017 | Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of . (2017). Benchimol, Andres . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_2_7. Full description at Econpapers || Download paper | |
| 2016 | Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment. (2016). Kandel, Eugene ; Yafeh, Yishay ; Hamdani, Assaf ; Mugerman, Yevgeny . In: NBER Working Papers. RePEc:nbr:nberwo:22634. Full description at Econpapers || Download paper | |
| 2016 | Asset Managers: Institutional Performance and Smart Betas. (2016). Morse, Adair ; Gerakos, Joseph ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:22982. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Pension Funding Mechanisms on the Stability and Payoff from Swiss DC Pension Schemes: A Sensitivity Analysis. (2017). Muller, Philipp ; Wagner, Joel . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:3:d:10.1057_s41288-017-0048-1. Full description at Econpapers || Download paper | |
| 2016 | Models of Mortality rates - analysing the residuals. (2016). Li, Youwei ; O'Hare, Colin . In: MPRA Paper. RePEc:pra:mprapa:71394. Full description at Econpapers || Download paper | |
| 2016 | Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Nguyen, Duc Khuong ; Gounopoulos, Dimitrios ; Boubaker, Sabri ; Paltalidis, Nikos . In: MPRA Paper. RePEc:pra:mprapa:73398. Full description at Econpapers || Download paper | |
| 2016 | A General framework for modelling mortality to better estimate its relationship with interest rate risks. (2016). Dacorogna, Michel ; Apicella, Giovanna . In: MPRA Paper. RePEc:pra:mprapa:75788. Full description at Econpapers || Download paper | |
| 2017 | Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy. (2017). Venegas-MartÃnez, Francisco ; Soriano-Morales, Yazmin Viridiana ; Venegas-Martinez, Francisco ; Vallejo-Jimenez, Benjamin . In: MPRA Paper. RePEc:pra:mprapa:76441. Full description at Econpapers || Download paper | |
| 2016 | Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance. (2016). Deaconu, Adela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:152-168. Full description at Econpapers || Download paper | |
| 2017 | Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better. (2017). Kudryavtsev, Andrey ; Azoulay, Yaniv ; Shahrabani, Shosh . In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:4:y:2017:i:1:p:13-33. Full description at Econpapers || Download paper | |
| 2017 | Optimal pension fund composition for an Italian private pension plan sponsor. (2017). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0263-4. Full description at Econpapers || Download paper | |
| 2016 | A representation of risk measures. (2016). amarante, massimiliano. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:1:d:10.1007_s10203-016-0170-8. Full description at Econpapers || Download paper | |
| 2017 | Lifespan Disparity as an Additional Indicator for Evaluating Mortality Forecasts. (2017). Bohk-Ewald, Christina ; Rau, Roland ; Ebeling, Marcus . In: Demography. RePEc:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0. Full description at Econpapers || Download paper | |
| 2016 | Spanish regulation for labeling of financial products: a behavioral-experimental analysis. (2016). Gomez, Y ; Vila, J ; Martinez-Moles, V. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:33:y:2016:i:3:d:10.1007_s40888-016-0037-z. Full description at Econpapers || Download paper | |
| 2016 | Does the Impact of the Tobacco Epidemic Explain Structural Changes in the Decline of Mortality?. (2016). Nusselder, W J ; Peters, F ; MacKenbach, J P. In: European Journal of Population. RePEc:spr:eurpop:v:32:y:2016:i:5:d:10.1007_s10680-016-9384-2. Full description at Econpapers || Download paper | |
| 2016 | Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke. (2016). Brandtner, Mario . In: Management Review Quarterly. RePEc:spr:manrev:v:66:y:2016:i:2:d:10.1007_s11301-015-0116-1. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by David Blake:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Financial Risks and the Pension Protection Fund: Can it Survive Them? In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Financial Risks and the Pension Protection Fund: Can it Survive Them?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Financial Risks and the Pension Protection Fund:Can It Survive Them?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | PYRRHIC VICTORY? THE UNINTENDED CONSEQUENCE OF THE PENSIONS ACT 2004 In: Economic Affairs. [Full Text][Citation analysis] | article | 0 |
| 2008 | What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom In: Economica. [Full Text][Citation analysis] | article | 1 |
| 2013 | Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 2010 | Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2016 | Phantoms never die: living with unreliable population data In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 1 |
| 2003 | Reply to Survivor Bonds: A Comment on Blake and Burrows In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 1 |
| 2006 | Survivor Swaps In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 34 |
| 2006 | After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 28 |
| 2006 | Longevity Risk and Capital Markets In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 2006 | Longevity Bonds: Financial Engineering, Valuation, and Hedging In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 28 |
| 2006 | A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 125 |
| 2010 | Survivor Derivatives: A Consistent Pricing Framework In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
| 2013 | Longevity Risk and Capital Markets: The 2011–2012 Update In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 1 |
| 2013 | The New Life Market In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 9 |
| 2013 | Informed Intermediation of Longevity Exposures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
| 2016 | The Cost of Counterparty Risk and Collateralization in Longevity Swaps In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
| 2011 | The cost of counterparty risk and collateralization in longevity swaps.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1992 | The Demand for Cider in the United Kingdom. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 2014 | Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans In: Risk Management and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 1990 | Portfolio Behaviour and Asset Pricing in a Characteristics Framework. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 1996 | Financial Intermediation and Financial Innovation in a Characteristics Framework. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 2008 | Longevity Risk and Capital Markets: The 2007-2008 Update In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 1 |
| 2008 | The Birth of the Life Market In: Asia-Pacific Journal of Risk and Insurance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Le nouveau marché du risque de longévité In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 1999 | The hazards of mutual fund underperformance: A Cox regression analysis.(1999) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 1997 | Performance Measurement using Multiple Asset Class Portfolio Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | International Asset Allocation with Time-Varying Investment Opportunities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2002 | International asset allocation with time-varying investment opportunities.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2005 | International Asset Allocation with Time-Varying Investment Opportunities.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2010 | Did the Housing Boom Increase Household Spending In: Issues in Brief. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 44 |
| 2011 | Bayesian Stochastic Mortality Modelling for Two Populations In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 21 |
| 2017 | MODELLING MORTALITY FOR PENSION SCHEMES In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 0 |
| 2006 | Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities In: British Actuarial Journal. [Full Text][Citation analysis] | article | 30 |
| 2017 | New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 1996 | Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom. In: Economic Journal. [Full Text][Citation analysis] | article | 49 |
| 2000 | Does It Matter What Type of Pension Scheme You Have? In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 2006 | On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 1986 | The Performance of UK Exchange Rate Forecasters. In: Economic Journal. [Full Text][Citation analysis] | article | 16 |
| 2006 | Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 48 |
| 2004 | Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2013 | Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2011 | Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2011 | Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1989 | Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2014 | Improved inference in the evaluation of mutual fund performance using panel bootstrap methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1984 | Complete systems methods of estimating models with rational and adaptive expectations : A case study In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1988 | The stochastic analysis of competitive unemployment insurance premiums In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1998 | Pension schemes as options on pension fund assets: implications for pension fund management In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 17 |
| 2001 | Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 33 |
| 2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 48 |
| 2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2006 | Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2008 | Longevity risk and the Grim Reapers toxic tail: The survivor fan charts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 2010 | Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Securitizing and tranching longevity exposures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 2010 | Evaluating the goodness of fit of stochastic mortality models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 19 |
| 2011 | Mortality density forecasts: An analysis of six stochastic mortality models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 33 |
| 2015 | Modelling longevity bonds: Analysing the Swiss Re Kortis bond In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 1991 | Debt-equity swaps as bond conversions: implications for pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 1982 | Monetarism and the US economy: A re-evaluation of Steins model 1960-1973 In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Liability valuation and optimal asset allocation In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Barriers to pension scheme participation in small and medium sized enterprises In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | UK pension fund management after Myners: the hunt for correlation begins In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The United Kingdom pension system: key issues In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
| 2001 | The United Kingdom Pension System: Key Issues.(2001) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | What is a promise from the government worth?: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Financial system requirements for successful pension reform In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Is immigration the answer to the UK’s pension crisis? In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Modelling the composition of personal sector wealth in the United Kingdom In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Long-term value at risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Performance clustering and incentives in the UK pension fund industry In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Returns from active management in international equity markets; evidence from a panel of UK pension funds In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The impact of wealth on consumption and retirement behaviour in the UK In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 11 |
| 2004 | The impact of wealth on consumption and retirement behaviour in the UK.(2004) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2008 | It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2004 | Contracting Out of the State Pension System: The British Experience of Carrots and Sticks In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Defined contribution pensions: dealing with the reluctant investor In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2002 | The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1998 | Mutual Fund Performance: Evidence from the UK In: Review of Finance. [Full Text][Citation analysis] | article | 10 |
| 2003 | Pension Schemes and Pension Funds in the United Kingdom In: OUP Catalogue. [Citation analysis] | book | 17 |
| 1999 | Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 4 |
| 1999 | Annuity Markets: Problems and Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 18 |
| 2000 | Measuring Value Added in the Pensions Industry In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 3 |
| 2007 | The Impact of Occupation and Gender on Pensions from Defined Contribution Plans In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
| 2011 | Longevity Risk and Capital Markets: The 2010–2011 Update In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
| 2011 | Longevity risks and capital markets: The 2010-2011 update.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Longevity risk and capital markets: The 2009-2010 update In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2009 | NDC v FDC: Pros, cons and replication In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Sharing longevity risk: Why governments should issue longevity bonds In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Spend more today: Using behavioural economics to improve retirement expenditure decisions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Longevity hedge effectiveness: a decomposition In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Longevity hedge effectiveness: a decomposition.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2011 | A gravity model of mortality rates for two related populations In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
| 2011 | Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
| 2012 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Facing up to uncertain life expectancy: The longevity fan charts In: Demography. [Full Text][Citation analysis] | article | 4 |
| 1993 | The fisher hypothesis: Evidence from three high inflation economies In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 7 |
| 2004 | Modelling the composition of personal sector wealth in the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 1999 | Annual estimates of personal wealth holdings in the United Kingdom since 1948 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 1997 | The demand for alcohol in the United Kingdom In: Applied Economics. [Full Text][Citation analysis] | article | 22 |
| 1981 | Modelling the Ultimate Absurdity: A Comment on A Quantitative Study of the Strategic Arms Race in the Missile Age. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Asset Allocation Dynamics and Pension Fund Performance. In: The Journal of Business. [Full Text][Citation analysis] | article | 54 |
| 2009 | Options on normal underlyings with an application to the pricing of survivor swaptions In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2015 | Network centrality and pension fund performance In: CFR Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team