Norman Ehrentreich

Ehrentreich LDI Consulting & Research

4146 Sheridan Ave N.

Minneapolis, MN 55412

United States

http://www.ldi-research.com

SCHOLARLY PAPERS

2

DOWNLOADS

448

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Technical Trading in the Santa Fe Institute Artificial Stock Market Revisited

Journal of Economic Behavior and Organization, 2006
Number of pages: 28 Posted: 07 Mar 2006
Norman Ehrentreich
Ehrentreich LDI Consulting & Research
Downloads 258 (255,331)

Abstract:

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Agent-Based Simulations, Technical Trading, Genetic Algorithms, Classifier Systems, Genetic Drift

2.

Do Higher Stock Returns Really Lower Funding Costs for DB Pension Plans? Some Simple, but Unpleasant Math

Number of pages: 16 Posted: 15 Mar 2007
Norman Ehrentreich
Ehrentreich LDI Consulting & Research
Downloads 190 (342,590)

Abstract:

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Liability Driven Investments, Pension Plans, Funding Costs, Asset Allocation