An under-researched story is how large shareholders (eg Pension Funds) and investors (eg
Export Credit Agencies) whose investments in fossil fuels may amount to trillions of dollars …

Affine Volterra processes have gained more and more interest in recent years. In particular,
this class of processes generalizes the classical Heston model and the more recent rough …

This paper investigates Merton's portfolio problem in a rough stochastic environment
described by Volterra Heston model. The model has a non-Markovian and non …

Тема. Пенсионная система Российской Федерации. Рассматривается принятие
концепции индивидуального пенсионного капитала (ИПК) как альтернативы …

We study the expensiveness of pension schemes across a set of developed and developing
countries. To calculate the difference between accumulated savings with and without fees …

Liquidity is a fundamental property of a well-functioning market and lack of liquidity is
generally at the heart of many financial crises and disasters, such as the financial crisis of …

Предмет. Пенсионная система Российской Федерации. Рассматривается принятие
концепции индивидуального пенсионного капитала (ИПК) как альтернативы …

Complementar Brasileira, 2020. 125f. Tese (Doutorado em Administração)-Instituto
COPPEAD de Administração, Universidade Federal do Rio de Janeiro, Rio de Janeiro …

Pensions are one of the pillars of social protection and therefore maintaining the financial
stability of them is a challenge for the future. Although the investment of funds can …

Objectives. The author is to consider the embedding of the individual pension capital
concept. He also aims at analyzing the advantages and disadvantages of the concept …