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Publications by Josh Davis

Tail Risk Hedging Strategies for Corporate Pension Plans

Journal of Derivatives & Hedge Funds
2011English

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Investment and Financing Constraints: Evidence From the Funding of Corporate Pension Plans

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Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection

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Risk Modeling of Eur/Huf Exchange Rate Hedging Strategies

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Financial Flexibility and Tax Incentives: Evidence From Defined Benefit Corporate Pension Plans in Japan

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The Impact of Aggregate Mortality Risk on Defined Benefit Pension Plans

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Reform Options for Mature Defined Benefit Pension Plans

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Risk Hedging Strategies Under Energy System and Climate Policy Uncertainties

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