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Romaniuk, Katarzyna's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 514
Total Citations 6
1.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
23 May 10
Last Revised:
27 May 10
108(127,997)
1
Delta Hedge, Optimal Hedge, Optimal Portfolio, Optional Payoff, Stochastic Dynamic Programming
2.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
16 Jun 10
Last Revised:
14 Mar 11
57(188,555)
2
Pension Benefit Guaranty Corporation, defined benefit pension funds, optimal portfolio, option hedging, asset-liability management, stochastic dynamic programming
3.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
23 May 10
Last Revised:
03 Oct 11
55(191,823)
1
taxation, pension funds, optimal asset allocation, risk-taking, stochastic dynamic programming
4.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
50(200,418)
optimal corporate pension policy, defined benefit pension plans, optimal portfolio, PBGC insurance, financial distress
5.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
19 Jan 12
Last Revised:
14 Apr 12
47(205,964)
defined benefit pension plan, distress, PBGC, regulation, portfolio restriction, liability hedge
6.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
17 Nov 10
Last Revised:
08 Feb 11
36(228,481)
2
optimal corporate investment and financing policies, optimal portfolio, speculation, hedging, stochastic dynamic programming
7.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
35(230,806)
pensions, transition, endogenous growth, uncertainty, precautionary savings
8.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Vranceanu, Radu ESSEC Business School
34(233,177)
optimal interest rate rule, portfolio choice, stochastic dynamic programming, asset prices, options theory
9.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
22 May 10
Last Revised:
03 Oct 11
32(237,989)
social security, unfunded and funded pension systems, optimal portfolio, diversifi
cation, stochastic dynamic programming
10.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Posted:
04 Oct 11
Last Revised:
11 Jun 12
26(254,976)
optimal corporate pension policy, optimal defined benefit pension plan portfolio, stochastic dynamic programming, equityholders, participants, Pension Benefit Guaranty Corporation, financial distress
11.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
21(271,695)
manager's compensation, call option, risk-taking, continuous-time modeling
12.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
13(300,084)
defined benefit pension plan, surplus sharing, risk-taking, participants, equityholders
13.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
Pension funds, Options, Asian exchange option, Monte Carlo simulation, Optimal portfolio, Hedging
14.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
optimal monetary policy, portfolio choice, stochastic dynamic programming
15.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
pension funds, defined benefit, defined contribution, asset allocation, internal and external guarantees, stochastic dynamic programming, options theory
16.
Romaniuk, Katarzyna Université de Paris 1 Panthéon-Sorbonne
monetary policy, stock prices, wealth effect, macroeconomic and financial stability
