Items where Author is "Pezier, Dr Jacques"
Group by: Item Type | No Grouping Number of items: 5. ArticlePezier, J. and Scheller, J. (2011) Optimal investment strategies and performance sharing rules for pension schemes with minimum guarantee. Journal of Pension Economics and Finance, 10 (1). pp. 119-145. ISSN 1475-3022 doi: https://doi.org/10.1017/S1474747210000077 Pezier, J. (2009) RAPM for RAPM: a tragic-comedy in 101 acts. Performance Measurement and Client Reporting Review, 2 (1). pp. 20-27. Pezier, J. and White, A. (2008) The relative merits of alternative investments in passive portfolios. The Journal of Alternative Investments, 10 (4). pp. 37-49. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2008.705531 Book or Report SectionPezier, J. (2008) Risk and risk aversion. In: Alexander, C. and Sheedy, E. (eds.) The professional risk manager's guide to finance theory and application. McGraw-Hill, pp. 7-53. ISBN 9780071546478 ReportAlexander, C. and Pezier, J., (2003) Assessment and aggregation of banking risks. Report. International Finanial Risk Institute (IFCI) pp83. (Unpublished) |