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Browsing School of Economics and Finance · Te Kura Ohaoha Pūtea: Working Paper Series by Author "Azzato, Jeffrey"

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Browsing School of Economics and Finance · Te Kura Ohaoha Pūtea: Working Paper Series by Author "Azzato, Jeffrey"

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  • Azzato, Jeffrey; Krawczyk, Jacek B; Sissons, Christopher (2011)
    Consider a lump-sum pension fund problem, in which an agent deposits an amount with a fund manager up front and is later repaid a lump sum x(T) after time T. The fund manager may be both cautious in seeking a payoff x(T) ...

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