27
H index
55
i10 index
2398
Citations
David Blake : Citation Profile
City University | RESEARCH PRODUCTION: 128 Articles 44 Papers 1 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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41 years (1981 - 2022). 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 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Working Papers / Geary Institute, University College Dublin | 2 |
Recent works citing David Blake (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | A calendar year mortality model in continuous time. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022019. Full description at Econpapers || Download paper | |
| 2022 | Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022038. Full description at Econpapers || Download paper | |
| 2022 | Extended Reduced-Form Framework for Non-Life Insurance. (2018). Zhang, Yinglin ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1802.07741. Full description at Econpapers || Download paper | |
| 2022 | Mortality in Germany during the Covid-19 pandemic. (2021). Uhlig, Dana ; Pichler, Alois. In: Papers. RePEc:arx:papers:2107.12899. Full description at Econpapers || Download paper | |
| 2022 | Optimal annuitization post-retirement with labor income. (2022). Gao, Xiang ; Jevti, Petar ; Pirvu, Traian A ; Hyndman, Cody. In: Papers. RePEc:arx:papers:2202.04220. Full description at Econpapers || Download paper | |
| 2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper | |
| 2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper | |
| 2023 | Optimal management of DB pension fund under both underfunded and overfunded cases. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2302.08731. Full description at Econpapers || Download paper | |
| 2023 | Which factors affect the sustainability of pension schemes?. (2023). Fazouane, Abdesselam ; Outlioua, Said. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:89-108. Full description at Econpapers || Download paper | |
| 2022 | Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence. (2022). Liu, Yan ; Harvey, Campbell R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1921-1966. Full description at Econpapers || Download paper | |
| 2022 | Its a Small World: The Importance of Social Connections with Auditors to Mutual Fund Managers’ Portfolio Decisions. (2022). Li, Ting ; Huang, Jun ; Chen, Yangyang ; Pittman, Jeffrey. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:3:p:901-963. Full description at Econpapers || Download paper | |
| 2022 | Estimation of the combined effects of ageing and seasonality on mortality risk: An application to Spain. (2022). Lledo, Josep ; Pavia, Jose M. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:471-497. Full description at Econpapers || Download paper | |
| 2023 | Fertility and climate change. (2023). Galeotti, Marzio ; Lupi, Veronica ; Gerlagh, Reyer. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:208-252. Full description at Econpapers || Download paper | |
| 2022 | Decomposing the drivers of Global R*. (2022). Sajedi, Rana ; Harrison, Richard ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0990. Full description at Econpapers || Download paper | |
| 2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper | |
| 2022 | Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments. (2022). Sagianou, Aliki ; Hatzopoulos, Peter ; Galanopoulos, Nikolaos G ; Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:297. Full description at Econpapers || Download paper | |
| 2022 | Looming Large or Seeming Small? Attitudes Towards Losses in a Representative Sample. (2022). Camerer, Colin ; Wang, Stephanie ; Snowberg, Erik ; Chapman, Jonathan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9820. Full description at Econpapers || Download paper | |
| 2023 | On constrained smoothing and out-of-range prediction using P-splines: A conic optimization approach. (2023). Durban, Maria ; Guerrero, Vanesa ; Navarro-Garcia, Manuel. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:441:y:2023:i:c:s0096300322007470. Full description at Econpapers || Download paper | |
| 2022 | The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261. Full description at Econpapers || Download paper | |
| 2023 | Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163. Full description at Econpapers || Download paper | |
| 2023 | Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255. Full description at Econpapers || Download paper | |
| 2022 | Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337. Full description at Econpapers || Download paper | |
| 2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper | |
| 2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper | |
| 2023 | On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962. Full description at Econpapers || Download paper | |
| 2022 | Do connections pay off in the bitcoin market?. (2022). Yang, Zichao ; Tsang, Kwok Ping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2022 | Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Li, Shouwei ; Lu, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256. Full description at Econpapers || Download paper | |
| 2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
| 2022 | The UK equity release market: Views from the regulatory authorities, product providers and advisors. (2022). French, Declan ; McKillop, Donal ; Sharma, Tripti. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003100. Full description at Econpapers || Download paper | |
| 2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
| 2022 | Mutual fund performance persistence: Factor models and portfolio size. (2022). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001016. Full description at Econpapers || Download paper | |
| 2022 | Multi-asset pricing modeling using holding-based networks in energy markets. (2022). Zhang, Junhuan ; Zhao, Shangmei ; Wang, Wentao. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004608. Full description at Econpapers || Download paper | |
| 2022 | An investigation of whether pensions increase consumption: Evidence from family portfolios. (2022). Wang, Youxin ; Xinbang, Cao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005390. Full description at Econpapers || Download paper | |
| 2022 | Institutional investor networks and crash risk: Evidence from China. (2022). Jiang, Yuxiang ; Li, Fangzhou. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100564x. Full description at Econpapers || Download paper | |
| 2022 | Using the pension multiple to measure retirement outcomes. (2022). Li, Jiaming ; Guo, Ying ; Zhu, Zili ; Minney, Aaron ; Pantelous, Athanasios A ; Koo, Bonsoo ; Toscas, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003725. Full description at Econpapers || Download paper | |
| 2023 | The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062. Full description at Econpapers || Download paper | |
| 2022 | On non-negative equity guarantee calculations with macroeconomic variables related to house prices. (2022). Tunaru, Radu ; Quaye, Enoch ; Badescu, Alexandru. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:119-138. Full description at Econpapers || Download paper | |
| 2022 | Multi-population mortality modeling: When the data is too much and not enough. (2022). Tsai, Chenghsien Jason ; Kuo, Weiyu ; MacMinn, Richard D ; Kung, Ko-Lun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:41-55. Full description at Econpapers || Download paper | |
| 2022 | Stochastic mortality dynamics driven by mixed fractional Brownian motion. (2022). Li, Xianping ; Zhou, Kenneth Q. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:218-238. Full description at Econpapers || Download paper | |
| 2022 | Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers || Download paper | |
| 2022 | Green nested simulation via likelihood ratio: Applications to longevity risk management. (2022). Zhou, Kenneth Q ; Li, Johnny Siu-Hang ; Feng, Ben Mingbin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:285-301. Full description at Econpapers || Download paper | |
| 2022 | Model mortality rates using property and casualty insurance reserving methods. (2022). Kim, Seyeon ; Tsai, Cary Chi-Liang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:326-340. Full description at Econpapers || Download paper | |
| 2022 | Modeling pandemic mortality risk and its application to mortality-linked security pricing. (2022). Huang, Hong-Chih ; Yang, Sharon S ; Chen, Fen-Ying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:341-363. Full description at Econpapers || Download paper | |
| 2022 | Dynamic optimal adjustment policies of hybrid pension plans. (2022). Wang, Sheng ; Liang, Zongxia ; He, Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:46-68. Full description at Econpapers || Download paper | |
| 2022 | Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (2022). Linders, Daniel ; Dhaene, Jan ; Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:22-37. Full description at Econpapers || Download paper | |
| 2022 | Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers || Download paper | |
| 2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper | |
| 2023 | Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106. Full description at Econpapers || Download paper | |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
| 2023 | Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469. Full description at Econpapers || Download paper | |
| 2023 | Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690. Full description at Econpapers || Download paper | |
| 2023 | Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x. Full description at Econpapers || Download paper | |
| 2022 | Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25. Full description at Econpapers || Download paper | |
| 2022 | Collective longevity swap: A novel longevity risk transfer solution and its economic pricing. (2022). Schultze, Mark ; Li, Hong ; Chen, AN. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:227-249. Full description at Econpapers || Download paper | |
| 2022 | The effect of media-linked directors on financing and external governance. (2022). Laux, Paul A ; di Giuli, Alberta. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:103-131. Full description at Econpapers || Download paper | |
| 2022 | Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2022). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan. In: Omega. RePEc:eee:jomega:v:113:y:2022:i:c:s0305048322001256. Full description at Econpapers || Download paper | |
| 2022 | The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501. Full description at Econpapers || Download paper | |
| 2022 | Heterogeneity in optimal investment and drawdown strategies in retirement. (2022). Warren, Geoffrey J ; Khemka, Gaurav ; Butt, Adam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000932. Full description at Econpapers || Download paper | |
| 2023 | Over-weighting risk factor augmented with mutual fund managers social networks. (2023). Hou, Keqiang ; Li, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002098. Full description at Econpapers || Download paper | |
| 2022 | Network centrality effects in peer to peer lending. (2022). Giudici, Paolo ; Huang, Bihong ; Chong, Zhaohui ; Chen, Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003818. Full description at Econpapers || Download paper | |
| 2023 | Income growth, income uncertainty, and urban–rural household savings rate in China. (2023). Yang, Dan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s016604622200093x. Full description at Econpapers || Download paper | |
| 2022 | Equity fire sales and herding behavior in pension funds. (2022). Ruiz, Jose L ; Bastias, Jaime. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000964. Full description at Econpapers || Download paper | |
| 2022 | Extreme sentiment and herding: Evidence from the cryptocurrency market. (2022). Zhang, Wei ; Shen, Dehua ; Jia, Boxiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001568. Full description at Econpapers || Download paper | |
| 2023 | Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594. Full description at Econpapers || Download paper | |
| 2023 | Its Not Who You Know—Its Who Knows You: Employee Social Capital and Firm Performance. (2023). Wang, Jessie Jiaxu ; Choi, Lyungmae. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-20. Full description at Econpapers || Download paper | |
| 2022 | Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange. (2022). Singh, Guru Ashish ; Bak, Iwona ; Tarczynska-Luniewska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8624-:d:975689. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2022). Shang, Han Lin ; Beyaztas, Ufuk. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:22-408:d:774509. Full description at Econpapers || Download paper | |
| 2022 | Sex Differential Dynamics in Coherent Mortality Models. (2022). Jallbjorn, Snorre ; Jarner, Soren Fiig. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:4:p:45-844:d:929756. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model. (2022). Shi, Yanlin ; Li, Jackie ; Kularatne, Thilini Dulanjali. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:219-:d:976061. Full description at Econpapers || Download paper | |
| 2022 | Pricing Longevity Bonds under a Credibility Framework with Limited Available Data. (2022). Pitselis, Georgios ; Badounas, Ioannis ; Bozikas, Apostolos. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:96-:d:808361. Full description at Econpapers || Download paper | |
| 2022 | A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes. (2022). Tickle, Leonie ; Li, Jackie ; Tang, Sixian. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:8:p:147-:d:870761. Full description at Econpapers || Download paper | |
| 2022 | Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models. (2022). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Huang, Zhiping. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:183-:d:915479. Full description at Econpapers || Download paper | |
| 2023 | Dependence Modelling of Lifetimes in Egyptian Families. (2023). Khalil, Dalia ; Constantinescu, Corina ; Hana, Waleed ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:18-:d:1032194. Full description at Econpapers || Download paper | |
| 2022 | Consumption Coupons, Consumption Probability and Inventory Optimization: An Improved Minimum-Cost Maximum-Flow Approach. (2022). Chen, Yifang ; Wang, Shunlin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7759-:d:847785. Full description at Econpapers || Download paper | |
| 2022 | The Impact of the Two-Child Policy on the Pension Shortfall in China: A Case Study of Anhui Province. (2022). Stauvermann, Peter ; Hu, Jin ; Sun, Juncheng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:8128-:d:854929. Full description at Econpapers || Download paper | |
| 2022 | Rural Social Security, Precautionary Savings, and the Upgrading of Rural Residents’ Consumption Structure in China. (2022). Tian, Mengjie ; Hong, Mingyong ; Wang, JI. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12455-:d:930030. Full description at Econpapers || Download paper | |
| 2022 | Measuring Financial Sustainability and Social Adequacy of the Italian NDC Pension System under the COVID-19 Pandemic. (2022). Menzietti, Massimiliano ; Levantesi, Susanna ; Fratoni, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:16274-:d:994843. Full description at Econpapers || Download paper | |
| 2023 | Herd Behaviour of Pension Funds by Asset Class. (2023). Bikker, Jacob A ; Koetsier, Ian. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:2:p:26. Full description at Econpapers || Download paper | |
| 2022 | Virtual Reality? Investment Consultants’ Claims About Their Own Performance. (2022). Martinez, Jose Vicente ; Jones, Howard ; Jenkinson, Tim ; Cookson, Gordon. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8301-8318. Full description at Econpapers || Download paper | |
| 2023 | Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India. (2023). Balakrishnan, A. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09367-7. Full description at Econpapers || Download paper | |
| 2022 | Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis. (2022). Sinka, Peter ; Zeitsch, Peter J. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10185-8. Full description at Econpapers || Download paper | |
| 2022 | Reforming Occupational Pensions in the Netherlands: Contract and Intergenerational Aspects. (2022). Ewijk, Casper ; Zwaneveld, Peter ; Metselaar, Luuk. In: De Economist. RePEc:kap:decono:v:170:y:2022:i:1:d:10.1007_s10645-022-09398-5. Full description at Econpapers || Download paper | |
| 2023 | The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0. Full description at Econpapers || Download paper | |
| 2023 | Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w. Full description at Econpapers || Download paper | |
| 2023 | The correct formula of 1979 prospect theory for multiple outcomes. (2023). Wakker, Peter P. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:2:d:10.1007_s11238-022-09885-w. Full description at Econpapers || Download paper | |
| 2022 | A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-7. Full description at Econpapers || Download paper | |
| 2022 | Socioeconomic inequalities in survival to retirement age or shortly afterwards: a register-based analysis. (2022). Vaupel, James W ; Aleksandrovs, Aleksandrs ; Kashnitsky, Ilya ; Callaway, Julia ; Vigezzi, Serena ; Strozza, Cosmo. In: OSF Preprints. RePEc:osf:osfxxx:8wbdv. 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 | 2 |
| 2011 | Financial Risks and the Pension Protection Fund: Can it Survive Them? In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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 | 2 |
| 2013 | Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 36 |
| 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: 36 | 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: 36 | paper | |
| 2016 | Phantoms never die: living with unreliable population data In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 11 |
| 2003 | Reply to “Survivor Bonds: A Comment on Blake and Burrows” In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 3 |
| 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 | 45 |
| 2006 | Longevity Risk and Capital Markets In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 12 |
| 2011 | Longevity Risk and Capital Markets.(2011) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2006 | Longevity Bonds: Financial Engineering, Valuation, and Hedging In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 61 |
| 2006 | A Two?Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 247 |
| 2010 | Survivor Derivatives: A Consistent Pricing Framework In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 16 |
| 2013 | Longevity Risk and Capital Markets: The 2011–2012 Update In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
| 2013 | The New Life Market In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 22 |
| 2013 | Informed Intermediation of Longevity Exposures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
| 2016 | The Cost of Counterparty Risk and Collateralization in Longevity Swaps In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 29 |
| 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: 29 | paper | |
| 2017 | MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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 | 3 |
| 1990 | Portfolio Behaviour and Asset Pricing in a Characteristics Framework. In: Scottish Journal of Political Economy. [Citation analysis] | article | 1 |
| 1996 | Financial Intermediation and Financial Innovation in a Characteristics Framework. In: Scottish Journal of Political Economy. [Citation analysis] | article | 4 |
| 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 | 13 |
| 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 | 35 |
| 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: 35 | article | |
| 1997 | Performance Measurement using Multiple Asset Class Portfolio Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | International Asset Allocation with Time-Varying Investment Opportunities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | 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: 14 | article | |
| 2010 | Did the Housing Boom Increase Household Spending In: Issues in Brief. [Full Text][Citation analysis] | paper | 2 |
| 2020 | CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 3 |
| 2020 | Identifiability in age/period mortality models In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 1 |
| 2020 | Identifiability in age/period/cohort mortality models In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 2 |
| 2006 | Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 97 |
| 2011 | Bayesian Stochastic Mortality Modelling for Two Populations In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 59 |
| 2017 | MODELLING MORTALITY FOR PENSION SCHEMES In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2019 | MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 9 |
| 2006 | Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities In: British Actuarial Journal. [Full Text][Citation analysis] | article | 76 |
| 2019 | Still living with mortality: the longevity risk transfer market after one decade In: British Actuarial Journal. [Full Text][Citation analysis] | article | 7 |
| 2017 | New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
| 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 | 68 |
| 2000 | Does It Matter What Type of Pension Scheme You Have? In: Economic Journal. [Full Text][Citation analysis] | article | 22 |
| 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 | 36 |
| 1986 | The Performance of UK Exchange Rate Forecasters. In: Economic Journal. [Full Text][Citation analysis] | article | 27 |
| 2022 | Smart defaults: Determining the number of default funds in a pension scheme In: The British Accounting Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 94 |
| 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: 94 | 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 | 30 |
| 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: 30 | 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 | 28 |
| 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: 28 | 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 |
| 2019 | The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2014 | Improved inference in the evaluation of mutual fund performance using panel bootstrap methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 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 | 2 |
| 2017 | The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 24 |
| 1998 | Pension schemes as options on pension fund assets: implications for pension fund management In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 32 |
| 2001 | Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 46 |
| 2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 71 |
| 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: 71 | paper | |
| 2006 | Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
| 2008 | Longevity risk and the Grim Reapers toxic tail: The survivor fan charts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
| 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 | 14 |
| 2010 | Evaluating the goodness of fit of stochastic mortality models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 37 |
| 2011 | Mortality density forecasts: An analysis of six stochastic mortality models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 77 |
| 2015 | Modelling longevity bonds: Analysing the Swiss Re Kortis bond In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 16 |
| 2018 | Longevity risk and capital markets: The 2015–16 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Longevity risk and capital markets: The 2015–16 update.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Identifiability, cointegration and the gravity model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 2021 | Longevity risk and capital markets: The 2019-20 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 1991 | Debt-equity swaps as bond conversions: implications for pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Network centrality and delegated investment performance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
| 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 | 3 |
| 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 | 3 |
| 2003 | UK pension fund management after Myners: The hunt for correlation begins.(2003) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 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 | 9 |
| 2001 | The United Kingdom Pension System: Key Issues.(2001) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 2 |
| 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 | 1 |
| 2003 | Long-term value at risk In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Performance clustering and incentives in the UK pension fund industry In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 36 |
| 2002 | Performance clustering and incentives in the UK pension fund industry.(2002) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
| 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 | 5 |
| 2005 | Returns from active management in international equity markets: Evidence from a panel of UK pension funds.(2005) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 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 | 1 |
| 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 | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2008 | Defined contribution pensions: dealing with the reluctant investor In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2010 | Pension Plan Decisions In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | Projecting Mortality Rates to Extreme Old Age with the CBDX Model In: Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mental Time Travel and Retirement Savings In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Good Practice Principles in Modelling Defined Contribution Pension Plans In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2022 | The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated In: JRFM. [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 | 3 |
| 2021 | Quantifying loss aversion: Evidence from a UK population survey In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 2 |
| 2002 | The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
| 1998 | Mutual Fund Performance: Evidence from the UK In: Review of Finance. [Full Text][Citation analysis] | article | 71 |
| 2003 | Pension Schemes and Pension Funds in the United Kingdom In: OUP Catalogue. [Citation analysis] | book | 23 |
| 2018 | Longevity: a new asset class In: Journal of Asset Management. [Full Text][Citation analysis] | article | 2 |
| 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 | 5 |
| 1999 | Annuity Markets: Problems and Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 25 |
| 2000 | Measuring Value Added in the Pensions Industry In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 4 |
| 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 | 4 |
| 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 | Optimal Investment Strategies in Defined Contribution Pension Plans In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 1992 | A Non-linear Model of Portfolio Behaviour With Time-varying Expectations and Risks In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 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 | 6 |
| 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 | 11 |
| 2014 | Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 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 | 10 |
| 2010 | Spend more today: Using behavioural economics to improve retirement expenditure decisions In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Longevity hedge effectiveness: a decomposition In: MPRA Paper. [Full Text][Citation analysis] | paper | 26 |
| 2014 | Longevity hedge effectiveness: a decomposition.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2011 | A gravity model of mortality rates for two related populations In: MPRA Paper. [Full Text][Citation analysis] | paper | 43 |
| 2011 | A Gravity Model of Mortality Rates for Two Related Populations.(2011) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | article | |
| 2011 | Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
| 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 | 10 |
| 2014 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2010 | Facing up to uncertain life expectancy: The longevity fan charts In: Demography. [Full Text][Citation analysis] | article | 9 |
| 1993 | The fisher hypothesis: Evidence from three high inflation economies In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 17 |
| 2004 | The impact of wealth on consumption and retirement behaviour in the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 18 |
| 2004 | Modelling the composition of personal sector wealth in the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 1999 | Annual estimates of personal wealth holdings in the United Kingdom since 1948 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
| 1997 | The demand for alcohol in the United Kingdom In: Applied Economics. [Full Text][Citation analysis] | article | 26 |
| 2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 160 |
| 2010 | Backtesting Stochastic Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 22 |
| 2011 | Longevity Hedging 101 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 37 |
| 2011 | A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
| 2014 | Longevity Risk and Capital Markets: The 2012–2013 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | A General Procedure for Constructing Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 18 |
| 2020 | Longevity Risk and Capital Markets: The 2016–2017 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
| 2020 | Longevity Risk and Capital Markets: The 2017–2018 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
| 2021 | Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | On the Structure and Classification of Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 4 |
| 2021 | A Bayesian Approach to Modeling and Projecting Cohort Effects In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2005 | “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 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 | 4 |
| 2012 | What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Asset Allocation Dynamics and Pension Fund Performance. In: The Journal of Business. [Full Text][Citation analysis] | article | 92 |
| 2009 | Options on normal underlyings with an application to the pricing of survivor swaptions In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2015 | Network centrality and pension fund performance In: CFR Working Papers. [Full Text][Citation analysis] | paper | 2 |
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