Moshe A. Milevsky

York University - Schulich School of Business

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

  • York University - Schulich School of Business

SCHOLARLY PAPERS

59

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24,351

SSRN CITATIONS
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139

CROSSREF CITATIONS

175

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

  • York University - Schulich School of Business

Scholarly Papers (59)

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1.

Human Capital, Asset Allocation, and Life Insurance

Downloads 3,628 ( 3,502)

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 3,628 (3,438)
Citation 3

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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 2,068 (9,010)
Citation 14

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3.

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 1,416 (16,531)
Citation 4

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Insurance, Retirement, Options, Longevity, Optimization

4.

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 1,382 (17,160)

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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 1,232 (20,340)
Citation 9

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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 1,022 (26,805)
Citation 24

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Retirement, Asset Allocation, Longevity Risk, Mortality

7.

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 953 (29,608)
Citation 1

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

8.

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

Number of pages: 30 Posted: 17 Dec 2004
Moshe A. Milevsky, Andrew R. Aziz, Allen Goss, Jane Thomson and David Wheeler
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 922 (31,040)
Citation 5

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Investments, Pension Funds, Efficient Frontier, Socially Responsible Investing

9.

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 849 (34,822)

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life annuities, retirement

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 825 (36,205)
Citation 1

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11.

Mortality Derivatives and the Option to Annuitize

Downloads 812 ( 36,994)

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 812 (36,468)
Citation 26

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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

12.

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 684 (46,723)
Citation 2

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13.

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 681 (47,012)
Citation 2

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

14.

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 646 (50,351)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

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 506 (68,551)
Citation 4

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

16.

Portfolio Choice and Life Insurance: The CRRA Case

Downloads 498 ( 69,972)
Citation 15

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 496 (69,573)
Citation 3

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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 (799,547)
Citation 4
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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 492 (70,970)
Citation 1

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

18.

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 475 (74,076)
Citation 2

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

19.

Portfolio Choice With Puts: Evidence from Variable Annuities

Downloads 441 ( 80,981)

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 441 (80,228)
Citation 3

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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 410 (88,224)

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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 363 (101,463)
Citation 1

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Personal Finance, Portfolio Choice, Optimization Techniques

22.

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 356 (103,729)

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

23.

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 344 (107,756)
Citation 4

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Annuity, Income, Retirement, Stochastic Present Value

24.

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 315 (118,648)
Citation 2

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

25.

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 309 (121,104)

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

26.

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 269 (140,060)

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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 208 (179,741)
Citation 1

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

28.

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 199 (187,264)
Citation 2

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

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 197 (188,970)
Citation 8

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

30.

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 196 (189,855)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

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 191 (194,303)
Citation 18

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annuities, pensions, mortality-contingent claims, financial revolution

32.

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 185 (199,922)
Citation 3

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annuities, pensions, mortality-contingent claims, financial revolution

33.

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 176 (208,757)

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

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 170 (215,064)
Citation 10

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

35.

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 156 (231,262)
Citation 3

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Pensions, Longevity Risk, Utility Theory, Insurance, Actuarial

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 147 (242,895)

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

37.

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 130 (267,399)
Citation 3

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38.

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 114 (294,196)
Citation 4

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Annuities, Retirement, Utility, Social Security, Gompertz Model

39.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation Submitter, Moshe A. Milevsky, Roger G Clarke, Harindra de Silva, Steven Thorley, Scott Stewart, Marianne M. Jennings, Ronald Ryan, Richard Taffler, David Tuckett, Nathan Erickson, Bud Haslett, Laurence B. Siegel, Pranay Gupta, Ronald Kahn, Richard C. Grinold and Jeffery Bailey
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, BlackRock, Barclays and Target Corporation
Downloads 113 (295,972)

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

40.

Calibrating Gompertz in Reverse

Number of pages: 40 Posted: 12 Nov 2019 Last Revised: 14 Feb 2020
Moshe A. Milevsky
York University - Schulich School of Business
Downloads 100 (321,827)
Citation 1

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Pensions, Insurance, Retirement, Longevity, Biological Age

41.

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 91 (341,689)

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

42.

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 23 (607,089)
Citation 10
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43.

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

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 (634,592)
Citation 2
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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 18 (641,679)

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Derivative Securities, Equity Options, Open Interest, Tax Arbitrage

45.

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 (648,678)
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46.

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 (765,409)
Citation 1
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47.

Valuation and Hedging of the Ruin‐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 (776,966)
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48.

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 (794,000)
Citation 2
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49.

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

50.

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

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

51.

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

52.

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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53.

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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54.

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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55.

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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56.

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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57.

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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58.

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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59.

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

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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: 101
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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 101

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