We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

In portfolio models, the depiction of future outcomes depends upon a representative
accounting of economic conditions. There is much evidence that crash periods display much …

Protecting against unexpected yield curve, inflation, and longevity shifts are some of the
most critical issues institutional and private investors must solve when managing post …

Protecting against unexpected yield curve, inflation, and longevity shifts are some of the
most critical issues institutional and private investors must solve when managing post …

Robust Hedging of Terminal Wealth under Interest Rate Risk and Inflation Risk Page 1 1/34
Introduction Methodology Bond maturities Parameter uncertainty Conclusion References Robust …

Discussion Factor investing seeks to identify the drivers of risk and return and to determine
the sensitivity of an asset class or an individual security to those drivers. Across the asset …

Specific purpose guarantee funds (SPGFs) such as pension guarantee funds are popular
among investors with both specific investment purpose and guaranteed return requirement …

At a time when everybody talks about inflation, the effect it has on investments and on our
day-to-day life it is crucial to understand how to protect ourselves and our investments from …

The vulnerability of individuals planning for retirement has been growing as a result of the
conversion from defined-benefit plans to defined-contribution plans, the steady increase in …

In this work, we consider rule-based investment strategies for managing a defined
contribution pension savings scheme, under the Dutch pension fund testing model. We find …