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Number of items: **5**.

Boyer, M. M. and Owadally, I. (2015).
Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of our Imagination?.
*The Geneva Papers on Risk and Insurance - Issues and Practice*, 40(2),
pp. 232-255.
doi: 10.1057/gpp.2014.12

Owadally, I. (2014).
Tail risk in pension funds: An analysis using ARCH models and bilinear processes.
*Review of Quantitative Finance and Accounting*, 43(2),
pp. 301-331.
doi: 10.1007/s11156-013-0373-9

Owadally, I. and Landsman, Z. (2013).
A characterization of optimal portfolios under the tail mean-variance criterion.
*Insurance: Mathematics and Economics*, 52(2),
pp. 213-221.
doi: 10.1016/j.insmatheco.2012.12.004

Owadally, I. (2012).
An improved closed-form solution for the constrained minimization of the root of a quadratic functional.
*Journal of Computational and Applied Mathematics*, 236(17),
pp. 4428-4435.
doi: 10.1016/j.cam.2012.04.014

Owadally, I., Haberman, S. and Gomez, D. (2011).
A Savings Plan with Targeted Contributions.
*Journal of Risk and Insurance*, 80(4),
pp. 975-1000.
doi: 10.1111/j.1539-6975.2012.01485.x