Work

Equity protection swaps: investment insurance for superannuation accounts

Year: 2024

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697688.2024.2435037

Authors: Huansang Xu, Ruyi Liu, Marek Rutkowski

Institutions: The University of Sydney, Hong Kong Polytechnic University, Warsaw University of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Australian Research Council

Award: Fair pricing of superannuation guaranteed benefits with downturn risk

OpenAlex ID: W4405350923

FWCI: 0.357

Cites: 12

Cited by: 1

Related to: 10