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Weng, Chengguo Barry, Bruce Hardy, Mary Rosalyn Lewicki, Roy J. Rosen, Dan Jiang, Ruihong Zhu, Xiaobai Lin, Hongcan Ghossoub, Mario Seco, Luis Hall, Jesse Senn, Markus Zhang, Saisai Leck, Joanne D. Zenios, Stauros Andrea Stoesz, David Nedeljkovic, Jovan Xiouros, Costas Nerouppos, Marios Consiglio, Andrea Wirjanto, Tony S. Herrero, Juan Antonio de Juan Cespedes, Juan Carlos Garcia Hernández, Janko Zagst, Rudi Vogt, Christopher Memartoluie, Amir Meng, Fei Seco, Luis A. Davies, Robert H. All co-authors phase contracts optimal portfolio selection factor negotiation model verhandlungen
Composed portfolio selection portfolio management risk management representative contracts phase selection valuation large large variable economic scenario credit risk marginal distributions essentials negotiation participating contracts representatives phase hedge fund capital income investment fund mathematische optimierung mathematical programming negotiation techniques stochastischer prozess stochastic process asset backed securities monte carlo simulation selection representative contracts valuation variable annuity annuity portfolios maximum spectral risk factor intergenerational risk risk sharing hedge funds
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
David M. Saunders Dr. Alternative spellings: David Saunders
Profession Economist Psychologe
Affiliations Queen's University McGill University. Faculty of Management Virginia Commonwealth University University of Waterloo
Q102305913
Publishing years Series International series on actuarial science (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
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