Claverton Down
Bath, BA2 7AY
United Kingdom
University of Bath - School of Management
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in Total Papers Downloads
Alternative assets, diversification, estimation errors, transactions costs, non-normality, regimes
Pension Schemes, Taxation, Subsidy, National Insurance Contributions, Universities Superannuation Scheme, Redistribution, Rule Changes
Robust Optimization; Pension Scheme; Asset-Liability Model; Sharpe Ratio; Sharpe-Tint; Bayes-Stein; Black-Litterman
Portfolio theory; regime shifting; transaction costs; risk aversion; constant relative risk aversion
Bitcoin; Diversification; Out-of-Sample Performance; Portfolio Optimization
Cryptocurrencies, Optimal Diversification, Naive Diversification, Portfolio Optimization
asset allocation; turn-of-the-month; seasonality; timing; portfolio optimization
Defined benefit, Pension scheme, Redistribution, USS, Scheme design, Risk shifting, Risk management
Cryptocurrencies, Estimation Errors, Portfolio Optimization
corporate social responsibility, CSR, CSP, SRI, sustainability, portfolio optimization
Asset allocation, stock selection, mean-variance, naive diversification, portfolio theory
