Theo P. Kocken

Cardano Risk Management

Chief Executive Officer

Beurs World Trade Centre, 11th Floor

Beursplein 37

Rotterdam 3011 AA

Netherlands

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 9,594

SSRN RANKINGS

Top 9,594

in Total Papers Downloads

4,845

SSRN CITATIONS
Rank 33,199

SSRN RANKINGS

Top 33,199

in Total Papers Citations

4

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.

How Derivatives Can Help Solve the Pension Fund Crisis

Cass Business School Research Paper
Number of pages: 27 Posted: 04 Aug 2003
Independent, Cardano Risk Management and Cardano Risk Management
Downloads 1,931 (7,761)
Citation 1

Abstract:

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Pension fund, derivatives, options, asset-liability management, scenarios

2.

Strategic Interest Rate Hedges, or How Derivatives Can Help Solve the Pension Fund Crisis Part Ii

Alternative Investment Research Centre Working Paper No. 0024, Cass Business School Research Paper
Number of pages: 22 Posted: 16 Sep 2005
Harry M. Kat, Theo P. Kocken and Janwillem Engel
Independent, Cardano Risk Management and Cardano Risk Management
Downloads 1,300 (14,689)

Abstract:

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Pension fund, swap, swaption, hedging, interest rate risk

3.

Why Investors Should Hold Long-Dated Bonds, Even When Interest Rates are Low

Cardano Research Paper
Number of pages: 21 Posted: 16 Sep 2004 Last Revised: 06 Jun 2016
Cardano Risk Management, Cardano Risk Management, Independent and Cardano Risk Management
Downloads 955 (23,335)

Abstract:

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Interest rates, bonds, yield curve, ALM

Pricing Risk in Corporate Pension Plans: Understanding the Real Pension Deal

Rotman International Journal of Pension Management, Vol. 2, No. 1, 2009
Number of pages: 8 Posted: 23 May 2009
APG Asset Management, Cardano Risk Management and Algemene Pensioen Groep (APG)
Downloads 160 (187,767)

Abstract:

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Embedded Options, Collective DC, Pension Deal, Pension Fund, Value-Based Asset LiabilityManagement, Rotman

Pricing Risk in Corporate Pension Plans: Understanding the Real Pension Deal

Number of pages: 19 Posted: 12 Feb 2009
APG Asset Management, Cardano Risk Management and Algemene Pensioen Groep (APG)
Downloads 123 (231,498)
Citation 3

Abstract:

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corporate pension fund, embedded options, contingent claim analysi, the Netherlands

Pricing Risk in Corporate Pension Plans: Understanding the Real Pension Deal

Netspar Discussion Paper No. 02/2009-009
Number of pages: 20 Posted: 19 Nov 2009 Last Revised: 30 Jan 2012
APG Asset Management, Cardano Risk Management and Algemene Pensioen Groep (APG)
Downloads 73 (327,740)
Citation 2

Abstract:

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5.

Pension Liability Measurement and Intergenerational Fairness: Two Case Studies

Rotman International Journal of Pension Management, Vol. 5, No. 1, p. 16, 2012
Number of pages: 10 Posted: 18 May 2012
Theo P. Kocken
Cardano Risk Management
Downloads 194 (157,387)

Abstract:

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Arbitrage-Free Valuation, Collective Defined Contribution, Intergenerational Distribution, Liability Accounting, Pension Fund

6.

Why the Deisgn of Maturing Defined Benefit Plans Needs Rethinking

Rotman International Journal of Pension Management, Vol. 4, No. 1, pp. 44-50, 2011
Number of pages: 9 Posted: 03 May 2011 Last Revised: 03 Jun 2011
Theo P. Kocken
Cardano Risk Management
Downloads 109 (251,633)

Abstract:

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Complete Contracts, Defined Benefit Plans, Fair-Value, Pension Plan Design, Risk-Sharing