Moshe A. Milevsky

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

58

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22,300

CITATIONS
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141

Ideas:
“  Currently working on various aspects of longevity risk measurement and pooling.  ”

Scholarly Papers (58)

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11
Number of pages: 21 Posted: 13 May 2005
Roger G. Ibbotson, Peng Chen, Moshe A. Milevsky and Xingnong Zhu
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates
Downloads 3,399 (2,774)
Citation 11

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Human Capital, Asset Allocation, Life Insurance

Human Capital, Asset Allocation, and Life Insurance

Financial Analysts Journal, Vol. 62, No. 1, pp. 97-109, January/February 2006
Posted: 03 May 2006
Peng Chen, Roger G. Ibbotson, Moshe A. Milevsky and Kevin X. Zhu
Ibbotson Associates, Yale School of Management, York University - Schulich School of Business and affiliation not provided to SSRN

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Private Wealth Management, Asset Allocation, Client Objectives Constraints and Behavior, Investment Policy Formulation

2.

Optimal Asset Allocation Towards the End of the Life Cycle: To Annuitize or Not to Annuitize?

FAS#21-96
Number of pages: 48 Posted: 06 Nov 1996
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 1,934 (7,407)
Citation 25

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3.

Closed-Form Analytic Pricing and Hedging of Arithmetic Asian Options Using a Reciprocal Gamma Distribution

Number of pages: 17 Posted: 06 Jun 1997
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 1,351 (13,323)

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4.

Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach

Number of pages: 23 Posted: 26 Feb 2013
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University
Downloads 1,260 (14,803)

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Insurance, Retirement, Options, Longevity, Optimization

5.

Variable Annuities Versus Mutual Funds: A Monte Carlo Analysis of the Options

York-Schulich-Finance Working Paper No. MM10-1
Number of pages: 24 Posted: 08 Nov 2001
Moshe A. Milevsky and Kamphol Panyagometh
York University - Schulich School of Business and NIDA Business School
Downloads 1,188 (16,242)
Citation 3

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Asset Allocation, Taxes, Insurance

6.

The Real Option to Delay Annuitization: It's Not Now-or-Never

York-Schulich-Finance Working Paper No. MM11-1
Number of pages: 44 Posted: 08 Nov 2001
Moshe A. Milevsky and V.R. Young
York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 932 (23,315)
Citation 15

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Retirement, Asset Allocation, Longevity Risk, Mortality

7.

Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints

Number of pages: 30 Posted: 17 Dec 2004
York University - Schulich School of Business, Algorithmics Inc., Ryerson University - Ted Rogers School of Management, Institute for Research and Innovation in Sustainability and Faculty of Environmental Studies
Downloads 908 (24,241)
Citation 4

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Investments, Pension Funds, Efficient Frontier, Socially Responsible Investing

8.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 893 (24,922)

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Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

Mortality Derivatives and the Option to Annuitize

York University Finance Working Paper No. MM08-1
Number of pages: 31 Posted: 08 Nov 2001
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 770 (30,090)
Citation 32

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insurance, risk management, longevity

Mortality Derivatives and the Option to Annuitize

Forthcoming in Insurance Mathematics and Economics
Posted: 20 Nov 2001
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics

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insurance, risk management, longevity

10.

A Continuous-Time Re-Examination of the Inefficiency of Dollar-Cost Averaging

SSBFIN-9901
Number of pages: 28 Posted: 19 Feb 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 767 (30,734)
Citation 2

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11.

Option-Adjusted Equilibrium Valuation of Guaranteed Minimum Death Benefits in Variable Annuities

Working Paper No. SSB 6-99
Number of pages: 31 Posted: 05 Jul 1999
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office
Downloads 676 (36,504)

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12.

The Annuity Duration Puzzle

Number of pages: 52 Posted: 15 Mar 2012
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 613 (41,563)
Citation 1

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Retirement, Pensions, Lifecycle, Portfolio Choice, Insurance, Mortality

13.

Longevity Risk and Retirement Income Tax Efficiency: A Location Spending Rate Puzzle

Number of pages: 34 Posted: 19 Nov 2011 Last Revised: 19 May 2017
Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 613 (41,651)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

14.

Life Annuities: An Optimal Product for Retirement Income

CFA Institute Research Foundation Monograph
Number of pages: 150 Posted: 01 Mar 2015
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 601 (42,684)

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life annuities, retirement

15.

How Long Does the Market Think You Will Live? Implying Longevity from Annuity Prices

Number of pages: 35 Posted: 15 Jan 2014
Alexander Chigodaev, Moshe A. Milevsky and T. S. Salisbury
National Research University Higher School of Economics, York University - Schulich School of Business and York University
Downloads 477 (57,393)

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wealth management; retirement planning, insurance, annuities, pensions, longevity, aging and demographics

16.

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting

Number of pages: 37 Posted: 20 Mar 2015
Huang Huaxiong, Moshe A. Milevsky and V.R. Young
York University - Department of Mathematics and Statistics, York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 455 (60,803)

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deferred income annuities, stochastic interest rates, optimal stopping, instantaneous control, retirement, pensions

17.

Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693

Number of pages: 43 Posted: 29 May 2013
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 447 (62,113)

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insurance, retirement, annuities, longevity risk, lifecycle, derivatives, economic history

18.
Downloads 444 ( 62,628)
Citation 6

Portfolio Choice and Life Insurance: The CRRA Case

Number of pages: 31 Posted: 03 Mar 2006
Moshe A. Milevsky, Huang Huaxiong and Jin Wang
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 442 (62,363)
Citation 6

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Asset Allocation, Retirement Planning, Life Cycle, Portfolio Choice

Portfolio Choice and Life Insurance: The CRRA Case

Journal of Risk & Insurance, Vol. 75, Issue 4, pp. 847-872, December 2008
Number of pages: 26 Posted: 07 Nov 2008
Huaxiong Huang, Moshe A. Milevsky and Jin Wang
affiliation not provided to SSRN, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 2 (651,388)
Citation 6
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Portfolio Choice With Puts: Evidence from Variable Annuities

Number of pages: 32 Posted: 27 Nov 2007
Moshe A. Milevsky and V. Kyrychenko
York University - Schulich School of Business and Manulife Asset Management
Downloads 420 (66,345)
Citation 5

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Retirement, Pensions, Lifecycle Investing, Longevity Risk

Portfolio Choice with Puts: Evidence from Variable Annuities

Financial Analysts Journal, Vol. 64, No. 3, 2008
Posted: 11 Sep 2008
Moshe A. Milevsky and V. Kyrychenko
York University - Schulich School of Business and Manulife Asset Management

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Private Wealth Management, Asset Allocation, Asset Location, Derivative Instruments, Equity Derivatives, Investment Theory, Behavioral Finance

20.

Exchanging Variable Annuities: An Optional Test for Suitability

Number of pages: 16 Posted: 07 Feb 2004
Moshe A. Milevsky and Kamphol Panyagometh
York University - Schulich School of Business and NIDA Business School
Downloads 402 (70,630)

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Annuity, income, retirement, portfolio choice

21.

Yaari's Lifecycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality

Number of pages: 26 Posted: 22 Apr 2011
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University
Downloads 327 (89,633)

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Personal Finance, Portfolio Choice, Optimization Techniques

22.

Ruined Moments in Your Life: How Good are the Approximations?

Number of pages: 42 Posted: 07 Feb 2004
Jin Wang, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 325 (90,298)
Citation 3

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Annuity, Income, Retirement, Stochastic Present Value

23.

Lifetime Ruin Minimization: Should Retirees Hedge Inflation or Just Worry About it?

Number of pages: 41 Posted: 07 May 2011
Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 323 (90,901)

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

24.

Rethinking RRIF Withdrawals: New Rates and Methodologies for New Realities

Canadian Tax Journal/Revue Fiscale Canadienne, Forthcoming
Number of pages: 18 Posted: 16 Nov 2014
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 270 (110,279)
Citation 1

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Registered Retirement Income Fund (RRIF), Life Cycle Model, Retirement

25.

Complete Market Valuation of the Ruin-Contingent Life Annuity (RCLA)

Number of pages: 35 Posted: 31 Jan 2009
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
York University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University
Downloads 261 (114,213)

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26.

Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin

Number of pages: 17 Posted: 31 Mar 2017 Last Revised: 10 Apr 2017
Faisal Habib, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 208 (143,063)

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Dynamic Programming; Stochastic Control; HJB; Consumption; Retirement; Pension; Withdrawal Rate; Spending Rate; Portfolio Choice; Decumulation; Withdrawal Strategy; Wealth Depletion Time

27.

A Derivative Valuation of the Florida Pension Election: From Db to Dc and Back

Number of pages: 31 Posted: 03 Feb 2003
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 202 (147,032)

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Pensions, Insurance, Option Pricing, Asset Allocation, Social Security, Annuities, Longevity

28.

Will Jumps Ruin Your Retirement? A Moment Matching Perspective

Number of pages: 31 Posted: 07 May 2011
Mirela Cara, Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics & Statistics, York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 182 (161,789)

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

29.

Portfolio Choice and Mortality-Contingent Claims: The General HARA Case

Journal of Banking and Finance, Vol. 32, No. 11, 2008
Number of pages: 24 Posted: 31 Jan 2009
Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 177 (165,827)

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Insurance, Annuities, Finite difference method, Hamilton-Jacobi-Bellman

30.

Annuities and Their Derivatives: The Recent Canadian Experience

Pension Research Council Working Paper No. 2010-16
Number of pages: 24 Posted: 11 Nov 2010
Moshe A. Milevsky and Ling Wu Shao
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 174 (168,386)
Citation 2

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Annuity, Income, Canada, Products, Insurance, Variable, Withdrawl, Retirement, Longevity, Mortality

31.

Equitable Retirement Income Tontines: Mixing Cohorts Without Discriminating

Number of pages: 33 Posted: 09 Dec 2015
Moshe A. Milevsky and T. S. Salisbury
York University - Schulich School of Business and York University
Downloads 173 (169,314)

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annuities, pensions, mortality-contingent claims, financial revolution

32.

Waiting for Returns: Using Space-Time Duality to Calibrate Financial Diffusions

Number of pages: 24 Posted: 31 Dec 2004
Mark J. Kamstra and Moshe A. Milevsky
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 172 (170,188)

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Diffusion, duality, inverse guassian, GBM, First Passage Time

33.

Portfolio Choice and Longevity Risk in the Late Seventeenth Century. A Re-Examination of the First English Tontine

Netspar Discussion Paper No. 06/2014-029
Number of pages: 67 Posted: 23 Jul 2014
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 166 (175,545)

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annuities, pensions, mortality-contingent claims, financial revolution

34.

Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities

Journal of Economic Dynamics and Control, Vol. 33, No. 3, 2009
Number of pages: 25 Posted: 31 Jan 2009 Last Revised: 25 Jan 2014
Erhan Bayraktar, Moshe A. Milevsky, S. D. Promislow and V.R. Young
University of Michigan at Ann Arbor - Department of Mathematics, York University - Schulich School of Business, York University - Department of Mathematics & Statistics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 159 (182,084)
Citation 3

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Stochastic mortality, pricing, annuities, Sharpe ratio, non-linear partial differential equations, market price of risk, equivalent martingale measures

35.

Do Markets Like Frozen DB Pensions? An Event Study

Number of pages: 26 Posted: 31 Jan 2009
Moshe A. Milevsky and Keke Song
York University - Schulich School of Business and Melbourne Business School, the University of Melbourne
Downloads 126 (219,740)
Citation 2

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36.

The Implied Longevity Curve: How Long Does the Market Think You Are Going to Live?

Journal of Investment Consulting, Vol. 17, No. 1, p. 11-21, 2016
Number of pages: 14 Posted: 24 Oct 2016
Moshe A. Milevsky, T. S. Salisbury and Alexander Chigodaev
York University - Schulich School of Business, York University and National Research University Higher School of Economics
Downloads 117 (232,300)

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Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

37.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation, York University - Schulich School of Business, Ensign Peak Advisors, Analytic Investors, Inc., BYU Marriott School of Business, Boston University - Questrom School of Business, Arizona State University, Ryan ALM, Inc., University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Independent, CFA Institute Research Foundation, CFA Institute Research Foundation, Allocationmetrics Limited, Independent, Barclays and Target Corporation
Downloads 95 (268,254)

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life annuities, futures, options, manager selection, ethics, ALM, asset/liability management, tail risk

38.

Db to Dc and Back: Valuation of the Florida Pension Election

Number of pages: 34 Posted: 02 Jan 2004
David Promislow and Moshe A. Milevsky
York University - Department of Mathematics & Statistics and York University - Schulich School of Business
Downloads 83 (291,991)
Citation 3

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Pensions, Insurance, Option Pricing, Asset Allocation, Social Security, Annuities, Longevity

39.

The Utility Value of Longevity Risk Pooling: Analytic Insights

Number of pages: 38 Posted: 13 Mar 2018 Last Revised: 26 Mar 2018
Moshe A. Milevsky and Huang Huaxiong
York University - Schulich School of Business and York University - Department of Mathematics and Statistics
Downloads 77 (305,272)

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Pensions, Longevity Risk, Utility Theory, Insurance, Actuarial

40.

Swimming with Wealthy Sharks: Longevity, Volatility and the Value of Risk Pooling

Number of pages: 59 Posted: 30 Nov 2018
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 58 (354,724)

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Annuities, Retirement, Utility, Social Security, Gompertz Model

41.

Asset Allocation and Annuity-Purchase Strategies to Minimize the Probability of Financial Ruin

Mathematical Finance, Vol. 16, No. 4, pp. 647-671, October 2006
Number of pages: 25 Posted: 31 Aug 2006
Moshe A. Milevsky, Kristen Moore and V.R. Young
York University - Schulich School of Business, University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 22 (498,583)
Citation 7
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42.

Florida's Pension Election: From Db to Dc and Back

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 381-404, September 2004
Number of pages: 24 Posted: 15 Sep 2004
Moshe A. Milevsky and David Promislow
York University - Schulich School of Business and York University - Department of Mathematics & Statistics
Downloads 19 (515,589)
Citation 3
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43.

Killing the Law of Large Numbers: Mortality Risk Premiums and the Sharpe Ratio

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 673-686, December 2006
Number of pages: 14 Posted: 29 Nov 2006
Moshe A. Milevsky, S. D. Promislow and V.R. Young
York University - Schulich School of Business, York University - Department of Mathematics & Statistics and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 17 (526,938)
Citation 6
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44.

Tax Effects in Canadian Equity Option Markets

Multinational Finance Journal, Vol. 1, No. 2, p. 101-122, 1997
Number of pages: 22 Posted: 10 Aug 2017
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 14 (544,156)
Citation 1

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Derivative Securities, Equity Options, Open Interest, Tax Arbitrage

45.

Do Markets Like Frozen Defined Benefit Pensions? An Event Study

Journal of Risk and Insurance, Vol. 77, Issue 4, pp. 893-909, December 2010
Number of pages: 17 Posted: 16 Nov 2010
Moshe A. Milevsky and Keke Song
York University - Schulich School of Business and Melbourne Business School, the University of Melbourne
Downloads 2 (621,570)
Citation 4
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46.

Valuation and Hedging of the Ruinā€Contingent Life Annuity (Rcla)

Journal of Risk and Insurance, Vol. 81, Issue 2, pp. 367-395, 2014
Number of pages: 30 Posted: 17 May 2014
H. Huang, Moshe A. Milevsky and T. S. Salisbury
York University, York University - Schulich School of Business and York University
Downloads 1 (633,584)
Citation 1
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47.

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 519-555, 2016
Number of pages: 37 Posted: 09 Aug 2016
Narat Charupat, Mark J. Kamstra and Moshe A. Milevsky
McMaster University - DeGroote School of Business, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 0 (651,081)
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48.

Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 12 Apr 2011
Moshe A. Milevsky and Huang Huaxiong
York University - Schulich School of Business and York University - Department of Mathematics and Statistics

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Private Wealth Management: Investment Vehicles and Asset Class Exposures, Influence of Risk and Taxes in Retirement Products, Risk Management, Longevity Risk

49.

A Sustainable Spending Rate Without Simulation

Financial Analysts Journal, Vol. 61, No. 6, pp. 89-100, November/December 2005
Posted: 30 Dec 2005
Moshe A. Milevsky and Chris A. Robinson
York University - Schulich School of Business and York University - Schulich School of Business

Abstract:

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Private Wealth Management, Asset Allocation, Portfolio Management, Asset/Liability Management, Investment Policy

50.

The Erosion of Gic Returns by Income Taxes and Inflation

Canadian Tax Journal, Vol. 52, No. 4, p. 1057, 2004
Posted: 24 Jun 2005
Amin Mawani, Moshe A. Milevsky and Josh Landzberg
York University - Department of Accounting, York University - Schulich School of Business and York University - Schulich School of Business

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Inflation, indexing, interest income

51.

Is There a Tax-Induced January Effect in the Canadian Equity Options Market?

Posted: 20 Dec 1998
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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52.

Asian Options, the Sum of Lognormals and the Reciprocal Gamma Distribution

Journal of Financial and Quantitative Analysis, September 1998
Posted: 10 Aug 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

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53.

Valuing Exotic Options by Approximating the Spd with Higher Moments

The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Posted: 10 Aug 1998
Steven E. Posner and Moshe A. Milevsky
Morgan Stanley - United Kingdom Office and York University - Schulich School of Business

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54.

Is Random Time Diversification a Substitute for Static Space Diversification?

SSB-96-01
Posted: 25 Jun 1998
Moshe A. Milevsky and Steven E. Posner
York University - Schulich School of Business and Morgan Stanley - United Kingdom Office

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55.

The Optimal Choice of Index-Linked Gics: Some Canadian Evidence

Financial Services Review, Vol 6, No 4, Fall 1997
Posted: 16 Jun 1998
Moshe A. Milevsky and Sharon Kim
York University - Schulich School of Business and affiliation not provided to SSRN

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56.

Space-Time Diversification: Which Dimension is Better?

SSB-07-97
Posted: 02 Apr 1997
Moshe A. Milevsky
York University - Schulich School of Business

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57.

An Empirical Examination of the Geometric Brownian Motion Hypothesis Via the Space-Time Duality of a Stochastic Process

Posted: 04 Aug 1995
Moshe A. Milevsky
York University - Schulich School of Business

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

Posted: 08 Feb 1995
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

The Quarterly Review Of Economics and Finance
Posted: 18 Dec 1997
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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Other Papers (1)

Total Downloads: 97    Citations: 0
1.

Implied Life Credits: A Financial Index for Life Annuities

Number of pages: 25 Posted: 31 Jan 2004
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 97

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Pensions, Financial Index, Insurance, Self-Annuitization, Investments