| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A note on optimal tax evasion in the presence of merit goods |
0 |
0 |
0 |
19 |
2 |
3 |
4 |
94 |
| Cyclical risk exposure of pension funds: a theoretical framework |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
451 |
| Decentralized provision of merit and impure public goods |
0 |
0 |
1 |
39 |
0 |
0 |
11 |
169 |
| Dynamic Tax Evasion with Audits based on Conspicuous Consumption |
0 |
0 |
1 |
40 |
1 |
2 |
3 |
67 |
| Dynamic Tax Evasion with Habit Formation |
0 |
1 |
1 |
73 |
1 |
3 |
5 |
132 |
| How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ? |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
361 |
| How to Manage Inflation Risk in an Asset Allocation Problem: an Algebric Aproximated Solution |
0 |
0 |
0 |
306 |
0 |
0 |
1 |
1,213 |
| Investment Strategies for HARA Utility Function: A General Algebraic Approximated Solution |
0 |
0 |
1 |
830 |
0 |
0 |
1 |
2,643 |
| Investment Strategies in Incomplete Markets: Sufficient Conditions for a Closed Form Solution |
0 |
0 |
1 |
133 |
0 |
0 |
1 |
400 |
| Longevity assets and pre-retirement consumption/portfolio decisions |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
85 |
| Mean-variance target-based optimisation in DC plan with stochastic interest rate |
0 |
0 |
1 |
27 |
0 |
0 |
4 |
117 |
| Mortality Risk and Real Optimal Asset Allocation for Pension Funds |
0 |
0 |
0 |
284 |
1 |
1 |
1 |
732 |
| Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation |
0 |
0 |
1 |
483 |
0 |
0 |
4 |
1,175 |
| Optimal Portfolio Rules for an Integrated Stock Bond Portfolio |
0 |
0 |
0 |
284 |
0 |
0 |
1 |
988 |
| Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan |
0 |
0 |
2 |
125 |
1 |
1 |
3 |
380 |
| Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income |
0 |
0 |
0 |
132 |
0 |
1 |
1 |
392 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases |
0 |
0 |
0 |
100 |
0 |
1 |
2 |
276 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases |
0 |
0 |
0 |
322 |
0 |
1 |
3 |
1,267 |
| Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases |
1 |
1 |
1 |
256 |
2 |
2 |
3 |
1,169 |
| Optimal real exchange rate targeting: a stochastic analysis |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
285 |
| Paternalistic goods to improve income distribution: a political economy approach |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
104 |
| Retrospective Capital Gains Taxation in the Real World |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
348 |
| Retrospective Capital Gains taxation in the real world |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
113 |
| Risk management for an internationally diversified portfolio |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
406 |
| Risk management for pension funds |
0 |
1 |
2 |
505 |
0 |
1 |
3 |
1,194 |
| The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
133 |
| The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
356 |
| The optimal behaviour of firms facing stochastic costs |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
382 |
| The optimal behaviour of firms facing stochastic costs |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
134 |
| The optimal behaviour of firms facing stochastic costs |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
43 |
| The role of longevity bonds in optimal portfolios |
0 |
0 |
1 |
529 |
1 |
1 |
2 |
1,636 |
| Would less solidarity justify present calls for devolution? |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
32 |
| Total Working Papers |
1 |
3 |
13 |
5,306 |
10 |
19 |
61 |
17,277 |
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