Annuitization and asset allocation with HARA utility

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dc.contributor.author Kingston, G
dc.contributor.author Thorp, SJ
dc.date.accessioned 2009-12-21T03:54:30Z
dc.date.issued 2005-01
dc.identifier.citation Journal of Pension Economics and Finance, 2005, 4 (3), pp. 225 - 248
dc.identifier.issn 1474-7472
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5967
dc.publisher Cambridge University Press
dc.title Annuitization and asset allocation with HARA utility
dc.type Journal Article
dc.parent Journal of Pension Economics and Finance
dc.journal.volume 3
dc.journal.volume 4
dc.journal.number 3 en_US
dc.publocation Cambridge, UK en_US
dc.identifier.startpage 225 en_US
dc.identifier.endpage 248 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140207 Financial Economics
dc.personcode 995378
dc.percentage 100 en_US
dc.classification.name Financial Economics en_US
dc.classification.type FOR-08 en_US
dc.description.keywords annuitization; longevity-risk; risk management en_US
dc.description.keywords annuitization
dc.description.keywords longevity-risk
dc.description.keywords risk management
dc.description.keywords annuitization
dc.description.keywords annuitization
dc.description.keywords longevity-risk
dc.description.keywords longevity-risk
dc.description.keywords risk management
dc.description.keywords risk management
dc.description.keywords annuitization
dc.description.keywords longevity-risk
dc.description.keywords risk management
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
pubs.organisational-group /University of Technology Sydney/Strength - Study of Choice
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10


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