Turner Andrew L.

Andrew L. Turner

Information about the author Andrew L. Turner will soon be added to the site.
Found 4 papers in total
The Russell-Yasuda kasai model: An asset/liability model for a Japanese insurance company using multistage stochastic programming
The Russell-Yasuda kasai model: An asset/liability model for a Japanese insurance company using multistage stochastic programming
1994
Frank Russell Company and The Yasuda Fire and Marine Insurance Co., Ltd., developed an...
Were the returns from stocks and bonds of different countries really different in the 1980s?
Were the returns from stocks and bonds of different countries really different in the 1980s?
1993
The authors analyzed the total equity returns of indexes from Australia, Canada,...
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
Massaging mean-variance inputs: Returns from alternative global investment strategies in the 1980s
1993
This paper explores the impact of adjustments to the inputs on total returns, terminal...
Daily stock market volatility: 1928-1989
Daily stock market volatility: 1928-1989
1992
This paper examines the daily return variability of the S&P 500 and the Dow Jones...
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