Adam Kobor

New York University (NYU)

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

8

DOWNLOADS

558

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

How a New Bond Can Greatly Improve Retirement Security

Forthcoming, The Retirement Management Journal, Investments and Wealth Institute
Number of pages: 32 Posted: 26 Mar 2018 Last Revised: 02 Sep 2018
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 156 (192,085)
Citation 2

Abstract:

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Retirement Bond, BFFS, SeLFIES, Retirement Security, Retirement Income, Annuity Pricing, Monte Carlo Simulation, Historical Simulation

2.

Diversifying Market and Default Risk in High Grade Sovereign Bond Portfolios

Number of pages: 29 Posted: 23 Jun 2011
Myles Brennan, Adam Kobor and Vidhya Rustaman
World Bank, New York University (NYU) and affiliation not provided to SSRN
Downloads 113 (247,228)

Abstract:

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portfolio management, sovereign credit risk, international diversification

3.

Ensuring Retirement Security with Simple GLIDeS

Number of pages: 38 Posted: 30 May 2019 Last Revised: 26 Jun 2019
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 95 (278,380)

Abstract:

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Intermediate Retirement Target, BFFS, SeLFIES, Retirement Security, Retirement Income, Monte Carlo Simulation, Historical Simulation, Dynamic Allocation, GLIDeS, Goals-based Investing, Lifetime Income strategy, Savings Implications

4.

Foreign Exchange Market Volatility in EU Accession Countries in the Run-Up to Euro Adoption: Weathering Uncharted Waters

IMF Working Paper No. 04/16
Number of pages: 20 Posted: 15 Feb 2006
Adam Kobor and István P. Székely
New York University (NYU) and European Commission, DGECFIN
Downloads 90 (288,152)

Abstract:

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Markov regime-switching model, foreign exchange market volatility, EU accession countries

5.

Fiscal Sustainability Risk Assessment with Macroeconomic Factors

Number of pages: 23 Posted: 20 Jun 2011
Istvan Abel and Adam Kobor
Budapest Business School and New York University (NYU)
Downloads 72 (329,250)

Abstract:

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Fiscal Debt, Debt Dynamics, Hungary, VAR(1) Model

6.

Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)

Number of pages: 37 Posted: 03 Sep 2019 Last Revised: 04 Nov 2019
Thomas K. Philips and Adam Kobor
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads 20 (530,077)

Abstract:

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CAPE, Campbell, Shiller, Return Forecast, Expected Return, endogeneity, overlapping observations

7.

How a New Bond Can Improve Retirement Security

Retirement Management Journal, Vol. 7, No. 1, 2018, pp. 16-30
Number of pages: 17 Posted: 20 May 2019
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 12 (578,791)

Abstract:

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Retirement Bond, BFFS, SeLFIES, Retirement Security, Retirement Income, Annuity Pricing, Monte Carlo Simulation, Historical Simulation

8.

The Sense and Nonsense of Risk Budgeting

Financial Analysts Journal, Vol. 62, No. 5, pp. 63-77, September/October 2006
Posted: 11 Oct 2006
World Bank - Quantitative Strategies, Risk & Analytics Department, World Bank and New York University (NYU)

Abstract:

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Risk Measurement and Management, Advanced Risk Tools, Multi-Asset Portfolios; Portfolio Management, Asset Allocation