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27 research outputs found

Optimal portfolio choice under loss aversion

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/2000
Field of study

EUR Research Repository

Retirement saving with contribution payments and labor income as a benchmark for investments

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/1999
Field of study

EUR Research Repository

Retirement saving with contribution payments and labor income as a benchmark for investments

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/1999
Field of study

EUR Research Repository

Investing in a real world with mean-reverting inflation

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/1999
Field of study

EUR Research Repository

Investing in a real world with mean-reverting inflation

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/1999
Field of study

EUR Research Repository

Optimal portfolio choice under loss aversion

Author: Berkelaar AB (Arjan)
Publication venue
Publication date: 01/01/2000
Field of study

EUR Research Repository

Strategic asset allocation and asset pricing

Author: Berkelaar AB (Arjan)
Publication venue: Erasmus University Rotterdam (EUR)
Publication date: 27/09/2002
Field of study

EUR Research Repository

Strategic asset allocation and asset pricing

Author: Berkelaar AB (Arjan)
Publication venue: Erasmus University Rotterdam (EUR)
Publication date: 27/09/2002
Field of study

EUR Research Repository

A Liability-Relative Drawdown Approach to Pension Asset Liability Management

Author: Berkelaar AB (Arjan)
Kouwenberg Roy
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2010
Field of study

EUR Research Repository

Polynomial primal-dual cone affine scaling for semidefinite programming

Author: Berkelaar AB (Arjan)
Sturm JF
Zhang S (Shuzhong)
Publication venue
Publication date: 01/01/1998
Field of study

EUR Research Repository

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