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Date: 2017
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1253548
Description: We consider the financial planning problem of a retiree wishing to enter a retirement village at a future uncertain date. The date of entry is determined by the retiree’s utility and bequest maximisat ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1235627
Description: This paper presents and explains finite difference methods for pricing options and shows how these methods may be implemented in Excel. We cover both the explicit and the implicit finite difference me ... More
Full Text: Full Text
Reviewed: Reviewed
Authors: Purcal, Sachi
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1061379
Description: 2 page(s)
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/336056
Description: We develop a generalisation of the World Bank (1994) model of forced saving for retirement. This broader model consists of two tiers of second pillar savings – mandated and non-mandated (voluntary). F ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272643
Description: Luxury bequests impart systematic effects of age to an investor's optimal allocation: the expected percentage allocation to equities rises throughout retirement. When bequests are luxuries the margina ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: report
Identifier: http://hdl.handle.net/1959.14/345420
Authors: Purcal, Sachi
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/160569
Description: Book review of "Are You a Stock or a Bond? Create Your Own Pension Plan for a Secure Financial Future" by Moshe A. Milevsky. Financial Times Press, 2009, ISBN 9780137127375, 240 pages.
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal editorship
Identifier: http://hdl.handle.net/1959.14/160564
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/150703
Description: Using an optimizing financial planning model in the tradition of Merton and Richard we explore how individuals should determine their life insurance and annuity choices, given uncertainty about invest ... More
Reviewed: Reviewed
Date: 2004
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/347023
Description: 17 page(s)
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