Key References for “Not Such a Great Controversy”

Key References for “Not Such a Great Controversy”

By Shane Whelan
(December 2006/January 2007 of The Actuary magazine)

Borch, K. (1974) The Rationale of the Mean-Standard Deviation Analysis: Comment. The American Economic Review, 64, 3, 428-430.

Collins, T. (1982) An Exploration of the Immunization Approach to Provision for Unit-linked Policies with Guarantees. Journal of the Institute of Actuaries, 109, 241-284.

Hawawini, G. & Keim, D. (2000) The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. In Security Market Imperfections in World equity Markets, Keim, D. & Ziemba, W. (Editors), Cambridge University Press

Poitras, G. (2006) Frederick R. Macaulay, Frank M. Redingtion and the Emergence of Modern Fixed Income Analysis. Chapter 4 in Poitras, G. (Ed.), Vol. II, (2006a).

Poitras, G. (Ed.) (2006a) Pioneers of Financial Economics, Vol. I & II. Edward Elgar Publishing.

Whelan, S. (2002) Actuaries’ Contributions to Financial Economics, The Actuary (UK), December.

Whelan, S., Bowie, D. & Hibbert, J. (2002) A Primer in Financial Economics. British Actuarial Journal, Vol. 8, Part I, (2001/2002), 27-74.

Windcliff, H. & Boyle, P. (2004) The 1/n Pension Investment Puzzle. North American Actuarial Journal, 8, 3 (July)

Zimmermann, H. & Hafner, W. (2006) Vincenz Bronzin's Option Pricing Theory: Contents, Contribution, and Background. In Poitras, G. (Ed), Vol. I, (2006a).

Borch, K. (1974)	The Rationale of the Mean-Standard Deviation Analysis: Comment. The American Economic Review, 64, 3, 428-430.
Collins, T. (1982)	An Exploration of the Immunization Approach to Provision for Unit-linked Policies with Guarantees. Journal of the Institute of Actuaries, 109, 241-284.
Hawawini, G. & Keim, D. (2000)	The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. In Security Market Imperfections in World equity Markets, Keim, D. & Ziemba, W. (Editors), Cambridge University Press
Poitras, G. (2006)	Frederick R. Macaulay, Frank M. Redingtion and the Emergence of Modern Fixed Income Analysis. Chapter 4 in Poitras, G. (Ed.), Vol. II, (2006a).
Poitras, G. (Ed.) (2006a)	Pioneers of Financial Economics, Vol. I & II. Edward Elgar Publishing.
Whelan, S. (2002)	Actuaries’ Contributions to Financial Economics, The Actuary (UK), December.
Whelan, S., Bowie, D. & Hibbert, J. (2002)	A Primer in Financial Economics. British Actuarial Journal, Vol. 8, Part I, (2001/2002), 27-74.
Windcliff, H. & Boyle, P. (2004)	The 1/n Pension Investment Puzzle. North American Actuarial Journal, 8, 3 (July)
Zimmermann, H. & Hafner, W. (2006)	Vincenz Bronzin's Option Pricing Theory: Contents, Contribution, and Background. In Poitras, G. (Ed), Vol. I, (2006a).