Moshe Arye Milevsky : Citation Profile

Are you Moshe Arye Milevsky?

York University

14

H index

16

i10 index

653

Citations

RESEARCH PRODUCTION:

60

Articles

15

Papers

5

Books

1

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 24
   Journals where Moshe Arye Milevsky has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 21 (3.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi984
   Updated: 2022-01-23    RAS profile: 2021-11-09    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Moshe Arye Milevsky.

Is cited by:

Mitchell, Olivia (57)

Blake, David (18)

Regis, Luca (16)

Menoncin, Francesco (13)

Dhaene, Jan (13)

Dus, Ivica (12)

Bayraktar, Erhan (12)

luciano, elisa (9)

Goovaerts, Marc (8)

Thorp, Susan (6)

Post, Thomas (5)

Cites to:

merton, robert (23)

Brown, Jeffrey (22)

Mitchell, Olivia (16)

Bodie, Zvi (15)

Goovaerts, Marc (14)

Poterba, James (13)

Blake, David (12)

Feldstein, Martin (10)

De Schepper, Ann (9)

Dhaene, Jan (7)

Piggott, John (6)

Main data

Where Moshe Arye Milevsky has published?

Journals with more than one article published# docs
Journal of Pension Economics and Finance13
Insurance: Mathematics and Economics12
Journal of Risk & Insurance8
Journal of Economic Dynamics and Control4
North American Actuarial Journal4
Financial Services Review3
Review of Quantitative Finance and Accounting2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org14

Recent works citing Moshe Arye Milevsky (2021 and 2020)

YearTitle of citing document
2020Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026.

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2021Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2020Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611.

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2020Indifference pricing of pure endowments via BSDEs under partial information. (2019). Cretarola, Alessandra ; Colaneri, Katia ; Ceci, Claudia. In: Papers. RePEc:arx:papers:1804.00223.

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2020The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process. (2020). Xu, Xiao. In: Papers. RePEc:arx:papers:2005.10661.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Papers. RePEc:arx:papers:2007.08804.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911.

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2020Nonparametric Predictive Inference for Asian options. (2020). He, Ting. In: Papers. RePEc:arx:papers:2008.13082.

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2020Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2020). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Papers. RePEc:arx:papers:2009.09572.

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2020Quantifying the trade-off between income stability and the number of members in a pooled annuity fund. (2020). Donnelly, Catherine ; Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2010.16009.

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2021Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. (2021). Westmacott, Graham ; Vetzal, Kenneth R ; Forsyth, Peter A. In: Papers. RePEc:arx:papers:2101.02760.

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2021Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning. (2021). Li, Yuxuan ; Cui, Haoen ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2107.03340.

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2021Wealth heterogeneity in a closed pooled annuity fund. (2021). Qu, GE ; Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2110.13467.

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2021Optimal allocation to deferred income annuities. (2021). Mauskopf, A ; Huang, H ; Habib, F ; Salisbury, T S ; Nikolic, B. In: Papers. RePEc:arx:papers:2111.01234.

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2021Dynamic Spending and Risk-Based Simulation in Retirement Planning. (2021). Panyagometh, Kamphol. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:337-346.

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2020Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver. (2020). Bianchi, Robert J ; MacDonald, Kirsten L ; Drew, Michael E. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3851-3873.

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2021The silver tsunami: an enquiry into the financial needs, preferences and behaviours of retirees. (2021). Gu, Yuanyuan ; Feng, Jun ; Walker, Ruth ; Chambers, Barbara. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:645-687.

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2020Trends in Life Insurance Demand and Lapse Literature. (2020). Patricia, Born ; Klime, Poposki ; Fernanda, Strozzi ; Bojan, Srbinoski. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:14:y:2020:i:2:p:46:n:2.

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2021Risk tolerance and household wealth--Evidence from Chinese households. (2021). Wang, Qin ; Li, Haiyang ; Fang, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:885-895.

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2020An effective hybrid variance reduction method for pricing the Asian options and its variants. (2020). Lee, Yi-Hsi ; Hsieh, Ming-Hua ; Liang, Chiung-Ju ; Lu, King-Jeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305825.

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2021Effectiveness of Augmented Dollar-Cost Averaging. (2021). Lien, Donald ; Kapalczynski, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000103.

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2020An analysis of dollar cost averaging and market timing investment strategies. (2020). Nguyen, Duy ; Mitra, Sovan ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1168-1186.

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2021Time-consistent portfolio optimization. (2021). Kloeden, Peter E ; Peng, Ling. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:183-193.

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2021Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. (2021). Clare, Andrew ; Jang, Chul ; Owadally, Iqbal. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1132-1146.

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2020Efficient willow tree method for variable annuities valuation and risk management☆. (2020). Sevic, Zeljko ; Xu, Wei ; Dong, Bing. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305149.

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2020Pricing arithmetic Asian options under jump diffusion CIR processes. (2020). Jang, Jiwook ; Park, Jong Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305099.

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2021On retirement time decision making. (2021). Steffensen, Mogens ; Hentschel, Felix ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:107-129.

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2021A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:193-209.

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2021Closed-form solutions for an explicit modern ideal tontine with bequest motive. (2021). Dagpunar, John. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:261-273.

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2021The annuity puzzle and consumption hump under ambiguous life expectancy. (2021). Hung, Mao-Wei ; Han, Nan-Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:76-88.

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2021Fees in tontines. (2021). Rach, Manuel ; Guillen, Montserrat ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:89-106.

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2021Optimal retirement products under subjective mortality beliefs. (2021). Rach, Manuel ; Hieber, Peter ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

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2021Optimal annuity demand for general expected utility agents. (2021). Levante, Lucia ; de Gennaro, Luca ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:70-79.

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2020On log-normal convolutions: An analytical–numerical method with applications to economic capital determination. (2020). Kuznetsov, Alexey ; Hackmann, Daniel ; Furman, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:120-134.

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2020Optimal allocation to Deferred Income Annuities. (2020). Nikolic, B ; Mauskopf, A ; Huang, H ; Habib, F ; Salisbury, T S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:94-104.

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2020Optimal consumption–investment and life-insurance purchase strategy for couples with correlated lifetimes. (2020). Cheng, Xiang ; Wei, Jiaqin ; Wang, Hao ; Jin, Zhuo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:244-256.

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2020Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR. (2020). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:230-245.

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2020Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181.

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2021Volterra mortality model: Actuarial valuation and risk management with long-range dependence. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:1-14.

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2021Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Fusai, Gianluca ; Kyriakou, Ioannis ; Brignone, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:232-247.

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2021Model-independent price bounds for Catastrophic Mortality Bonds. (2021). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:276-291.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2021Mortality options: The point of view of an insurer. (2021). Schmidli, Hanspeter ; Schmeck, Maren Diane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:98-115.

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2021Fair dynamic valuation of insurance liabilities via convex hedging. (2021). Dhaene, Jan ; Chen, ZE ; Yang, Tianyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13.

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2021Optimal investment for a retirement plan with deferred annuities. (2021). Jang, Chul ; Owadally, Iqbal ; Clare, Andrew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:51-62.

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2021Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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2021The role of a longevity insurance for defined contribution pension systems. (2021). Morales, Marco ; Berstein, Solange. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:233-240.

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2021Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Variable annuities: Market incompleteness and policyholder behavior. (2021). Moenig, Thorsten. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:63-78.

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2020Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities. (2020). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300510.

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2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets. (2020). Regis, Luca ; Menoncin, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620301977.

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2020What age do you feel? – Subjective age identity and economic behaviors. (2020). Post, Thomas ; Ye, Zihan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:322-341.

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2021Would you prefer your retirement income to depend on your life expectancy?. (2021). Schernberg, Helene ; Bommier, Antoine. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301198.

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2020Displaced, disliked and misunderstood: A systematic review of the reasons for low uptake of long-term care insurance and life annuities. (2020). Schut, Frederik T ; Lambregts, Timo R. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300013.

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2021Why do we postpone annuity purchases?. (2021). d'Albis, Hippolyte ; Kalk, Andrei ; Dalbis, Hippolyte. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406821000380.

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2020Verification theorems for models of optimal consumption and investment with annuitization. (2020). Park, Seyoung. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:103:y:2020:i:c:p:36-44.

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2020Cost saving and the freezing of corporate pension plans. (2020). Zeldes, Stephen P ; Stefanescu, Irina ; Rauh, Joshua D. In: Journal of Public Economics. RePEc:eee:pubeco:v:188:y:2020:i:c:s004727272030075x.

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2021The Complex-Number Mortality Model (CNMM) based on orthonormal expansion of membership function. (2021). Rossa, Agnieszka ; Szymaski, Andrzej. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:3:p:31-57.

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2020.

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2021.

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2020Stochastic Mortality Modelling for Dependent Coupled Lives. (2020). Pamen, Olivier Menoukeu ; Constantinescu, Corina ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:17-:d:319039.

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2020Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:121-:d:445668.

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2021Designing Annuities with Flexibility Opportunities in an Uncertain Mortality Scenario. (2021). Olivieri, Annamaria. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:189-:d:662618.

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2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Ayuso, Mercedes ; Palmer, Edward ; Holzmann, Robert ; Bravo, Jorge M. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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2021Pricing equity-linked life insurance contracts with multiple risk factors by neural networks. (2020). Delong, Lukasz ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-02896141.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818.

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2020Cost Saving and the Freezing of Corporate Pension Plans. (2020). Zeldes, Stephen P ; Stefanescu, Irina ; Rauh, Joshua D. In: NBER Working Papers. RePEc:nbr:nberwo:27251.

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2021Characteristics of random responders in a financial risk-tolerance questionnaire. (2021). Rabbani, Abed ; Heo, Wookjae ; Grable, John E. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:26:y:2021:i:1:d:10.1057_s41264-020-00078-6.

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2021Mediation between financial risk tolerance and equity ownership: assessing the role of financial knowledge underconfidence. (2021). Rabbani, Abed G ; Heo, Wookjae ; Lee, Jaemin. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:26:y:2021:i:3:d:10.1057_s41264-021-00088-y.

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2021Quadratic Funding with Incomplete Information. (2021). Maldonado, Wilfredo ; Luis , . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2021wpecon24.

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2020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x.

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2021Minimum return rate guarantees under default risk: optimal design of quantile guarantees. (2021). Offermann, Sascha ; Lubos, Oliver ; Mahayni, Antje. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:7:d:10.1007_s11846-020-00410-3.

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2020Mathematical Reserves vs Longevity Risk in Life Insurances. (2020). Magdalena, Homa. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:24:y:2020:i:1:p:23-38:n:3.

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2021Closed?form lower bounds for the price of arithmetic average Asian options by multiple conditioning. (2021). Ho, Geon ; Kim, Min Seok. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1916-1932.

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Works by Moshe Arye Milevsky:

YearTitleTypeCited
2007Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments In: Papers.
[Full Text][Citation analysis]		paper0
2008Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities In: Papers.
[Full Text][Citation analysis]		paper20
2009Valuation of mortality risk via the instantaneous Sharpe ratio: Applications to life annuities.(2009) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 20		article
2012Optimal retirement consumption with a stochastic force of mortality In: Papers.
[Full Text][Citation analysis]		paper17
2012Optimal retirement consumption with a stochastic force of mortality.(2012) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 17		article
2012A different perspective on retirement income sustainability: the blueprint for a ruin contingent life annuity (RCLA) In: Papers.
[Full Text][Citation analysis]		paper0
2012Valuation and hedging of the ruin-contingent life annuity (RCLA) In: Papers.
[Full Text][Citation analysis]		paper2
2014Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA).(2014) In: Journal of Risk & Insurance.
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This paper has another version. Agregated cites: 2		article
2013Optimal initiation of a GLWB in a variable annuity: no arbitrage approach In: Papers.
[Full Text][Citation analysis]		paper7
2014Optimal initiation of a GLWB in a variable annuity: No Arbitrage approach.(2014) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 7		article
2013Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693 In: Papers.
[Full Text][Citation analysis]		paper0
2015Annuitization and asset allocation In: Papers.
[Full Text][Citation analysis]		paper82
2007Annuitization and asset allocation.(2007) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 82		article
2016Equitable retirement income tontines: Mixing cohorts without discriminating In: Papers.
[Full Text][Citation analysis]		paper13
2016EQUITABLE RETIREMENT INCOME TONTINES: MIXING COHORTS WITHOUT DISCRIMINATING.(2016) In: ASTIN Bulletin.
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This paper has another version. Agregated cites: 13		article
2016Optimal retirement income tontines In: Papers.
[Full Text][Citation analysis]		paper18
2015Optimal retirement income tontines.(2015) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 18		article
2018Retirement spending and biological age In: Papers.
[Full Text][Citation analysis]		paper2
2017Retirement spending and biological age.(2017) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 2		article
2018The implied longevity curve: How long does the market think you are going to live? In: Papers.
[Full Text][Citation analysis]		paper0
2018Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling In: Papers.
[Full Text][Citation analysis]		paper2
2020Swimming with wealthy sharks: longevity, volatility and the value of risk pooling.(2020) In: Journal of Pension Economics and Finance.
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This paper has another version. Agregated cites: 2		article
2021Refundable income annuities: Feasibility of money-back guarantees In: Papers.
[Full Text][Citation analysis]		paper0
2003Book Review In: Journal of Finance.
[Full Text][Citation analysis]		article0
2003Asset Allocation and the Liquidity Premium for Illiquid Annuities In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article16
2004Floridas Pension Election: From DB to DC and Back In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article8
2005The Implied Longevity Yield: A Note on Developing an Index for Life Annuities In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article5
2006Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article14
2008Portfolio Choice and Life Insurance: The CRRA Case In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article26
2010Do Markets Like Frozen Defined Benefit Pensions? An Event Study In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article4
2016The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article1
2006ASSET ALLOCATION AND ANNUITY?PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN In: Mathematical Finance.
[Full Text][Citation analysis]		article27
2014Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities In: Canadian Tax Journal.
[Full Text][Citation analysis]		article0
2012Strategic Financial Planning over the Lifecycle In: Cambridge Books.
[Citation analysis]		book0
2012Strategic Financial Planning over the Lifecycle.(2012) In: Cambridge Books.
[Citation analysis]
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